Vantage decomposes every portfolio into five risk factors, so you can show clients exactly which forces are driving their exposure — and what to do about it.
Five factors. Every portfolio.
Exposure to broad equity market moves. Tells you how much of your risk is simply being long stocks.
Sensitivity to rate changes. Critical for bond-heavy and dividend portfolios.
Exposure to inflation surprises. Commodities and TIPS provide natural hedges; most equities don't.
Spread risk across corporate bonds, high-yield, and credit-sensitive equities.
Tilt toward economically sensitive assets. High in tech and consumer discretionary; low in utilities.
In calm markets, factors behave independently. In a crisis, correlations spike and diversification evaporates. Vantage shows you both regimes side by side — so you're never surprised by a portfolio that "diversified" its way into a bigger loss.
Normal Markets
0.18
Average cross-factor correlation — assets move independently, diversification works as expected.
Stress Markets
0.74
Average cross-factor correlation in a crisis — most assets move together, and the "diversification" disappears.
Identify hidden concentration — two different funds may load identically on the same factor
Explain portfolio risk in terms every client understands: "40% of your risk comes from interest rates"
See how factor exposures shift under stress vs. normal market conditions
Build the case for diversification with numbers, not opinions