AI Portfolio MRI™ · Indicator

Diversification integrity — structural, not nominal.

Owning thirty positions does not mean a portfolio is diversified. Diversification integrity asks whether those positions actually behave differently under stress.

Why it matters

A portfolio can hold dozens of tickers and still concentrate the majority of its risk in a single sector, a single factor (growth, momentum), or a single geography. The indicator looks past the number of holdings to the structural spread of exposure.

How the indicator is computed

After aggregating holdings by symbol, the diagnostic groups positions by sector and asset type, then computes the largest sector weight and the combined top-five exposure. Both inform the score, which is clamped between 35 and 96.

What the advisor verifies

Whether structural concentration is intentional (a thesis-driven tilt) or accidental, whether the portfolio is being measured against the right benchmark, and whether rebalancing or restructuring would improve resilience without sacrificing the household's return objective.

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FAQ

Frequently Asked Questions

What is diversification integrity?

It is the difference between nominal diversification (many holdings) and structural diversification (genuine differences in sector, geography, factor, and behavior under stress).

Why is it scored separately from concentration?

Because a portfolio can be free of single-stock concentration and still be sector-concentrated, geography-concentrated, or factor-concentrated. The two indicators answer different questions.

What threshold does the diagnostic use?

The indicator flags any single sector or category exceeding 35% of household weight, and combined top-five weight above 45%. Both penalize the score.