What Is the Sigma Score™ and

What Does It Measure?

✅ The Sigma Score™ is a complete portfolio health diagnostic —

a single number that tells you how structurally sound your portfolio is.

It doesn’t just measure performance.
It measures whether your portfolio can survive.

Using 12 institutional-grade metrics, it evaluates three core traits:
Stability (Gamma), Resilience (Tau), and Efficiency (Eta) —

then synthesizes them into a single, intuitive score from 0–100.

Because what matters isn’t how much your portfolio makes…
It’s whether it can hold up when it matters most.

📉 The Problem: What Most People Get Wrong

Wall Street taught us to look at performance.
To chase alpha.
To focus on past returns.

But here’s the truth:

Return ≠ strength.
Sharpe ratio ≠ safety.
And a “balanced” portfolio ≠ resilient.

Most portfolios look good on paper —

until stress hits.
Because they’ve been optimized for outcome… not integrity.

And when fragility is invisible,
You don’t know there’s a problem until it’s too late.

🔁 The Belief Shift

Old Paradigm: “Risk is volatility. Strength is return.”

New Paradigm: “True health is structural — and it can be measured.”

“You can’t fix what you don’t measure.
And most investors have no idea what their portfolio is really made of.”

The Sigma Score™ makes the invisible visible.

🧱 The Structural Explanation

The Sigma Score™ is a behavioral-first, preparation-based diagnostic

that evaluates your portfolio’s:

1. Stability (Gamma):
Can your portfolio stay upright in turbulence?
→ Metrics: Beta, Standard Deviation, Max Drawdown, Recovery Burden, Sharpe, Sortino

2. Resilience (Tau):
Can your portfolio recover after being hit?
→ Metrics: Calmar Ratio, Information Ratio, Time Lost in Recovery, Risk-Adjusted Return

3. Efficiency (Eta):
Is your portfolio working intelligently — or just taking risks?
→ Metrics: Alpha, Treynor, Omega, Return Consistency

All three scores are synthesized into one unified signal:
The Sigma Score™.

✅ Scores range from 0–100
✅ Easy to interpret
✅ Backed by data — but human-friendly
✅ Built to reveal where and why your portfolio may break

You don’t get guesswork.
You get clarity.

📊 Why It Matters

Without the Sigma Score™:

You might be relying on outdated ratios
You don’t know how fragile your portfolio really is
You can’t compare or improve without a benchmark

With the Sigma Score™:

You see the truth of your portfolio’s structure
You pinpoint weaknesses before they cost you
You gain the power to optimize — without the guesswork

“Once I saw my Sigma Score™,

I realized I didn’t have a portfolio —

I had a performance trap.”

👥 Who This Is For

→ For investors who want control, not confusion:
If you’ve ever felt uncertain about how your portfolio would hold up in a crash —

the Sigma Score™ gives you the truth in one clear number.

→ For fiduciary advisors who want to protect clients (and themselves):
If you’ve been stuck explaining volatility instead of revealing structure,

this is your new standard of proof.

🛠 When You’re Ready, Here’s How I Can Help.

🧠 Further Insights to Strengthen Your Clarity

Ready to go deeper?

These aligned insights build on

what you just uncovered.

What’s the Difference Between Risk and Volatility?
How Is This System Different from Modern Portfolio Theory?
Why Most Portfolios Fail During Market Crashes
Why Structure Matters More Than Strategy

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