Macro Stress Drivers
REBALANCER v2.4
4.45%
3.10%
6.80%
4.20%
NET TECH INFLOW
+22.0%
DURATION CUT
-51.1%
SHARPE DELTA
+0.42
Institutional Flow of Funds Rotation
CAPITAL DISPLACEMENT VECTOR
Portfolio Allocation Matrix & Duration Stress
OPTIMIZED STATE
| Asset Class | Base Allocation | Target Allocation | Net Rotation | Expected Return | Duration (Yrs) |
|---|