What Will the Sigma Score™ Reveal About My Portfolio?

✅ The Sigma Score™ reveals what performance alone can’t:
The structural truth of your portfolio.

It shows whether your portfolio is

stable under stress, resilient through cycles,

and efficient in converting risk into return.

Under the hood, it analyzes 12 key metrics across three dimensions:

Gamma (Stability), Tau (Resilience), and Eta (Efficiency).

The result?

A 0–100 score that exposes strengths, flags weaknesses,

and gives you a clear path to structural improvement.

📉 The Problem: What Most People Get Wrong

Most investors judge portfolios by return, volatility,

or a pie chart of allocations.

But here’s the truth:

  • A portfolio can look “diversified” and still be dangerously concentrated.

  • It can have strong past performance and still be fragile.

  • It can be quiet in calm markets — and fall apart under pressure.

You don’t need another surface-level stat.
You need to see beneath the surface.

Because when the pressure hits,

what matters isn’t how your portfolio looks —
It’s how well it’s built.

🔁 The Belief Shift

Old Paradigm: “If I’m up, it must be working.”


New Paradigm: “If I don’t know what’s holding the structure together, I’m exposed.”

“The Sigma Score™ doesn’t just reveal what happened —
it reveals what’s really holding you up…

or what’s about to break.”

🧱 The Structural Explanation

The Sigma Score™ acts like an MRI for your portfolio.

Here’s what it reveals:

✅ 1. Stability (Gamma)

→ Can your portfolio absorb shock?

  • Measures volatility, drawdown, beta, and risk-adjusted return

  • Reveals fragility you can’t see in calm markets

✅ 2. Resilience (Tau)

→ How fast and reliably does it recover?

  • Tracks recovery time, consistency, and regime adaptability

  • Shows whether your portfolio is built to bounce back

✅ 3. Efficiency (Eta)

→ How effectively does it convert risk into return?

  • Assesses alpha generation, reward-to-risk ratios, and consistency

  • Exposes if you're earning enough for the risk you're taking

🔍 4. Sigma Score™ (0–100)

→ One unified signal of portfolio integrity

  • Synthesizes Gamma, Tau, and Eta into a complete health score

  • Helps you benchmark, diagnose, and improve with clarity

This score gives you something no performance chart can:
A system-wide, structurally honest answer to the question:

“Is this portfolio built to last?”

📊 Why It Matters

Without the Sigma Score™:

  • You’re relying on rearview mirrors

  • You can’t see what’s silently eroding your foundation

  • You’re left hoping your strategy will hold when the storm comes

With the Sigma Score™:

  • You get a full-body scan of portfolio health

  • You uncover blind spots before they become losses

  • You finally know what to trust — and what to fix

“The Sigma Score™ revealed risk I didn’t know I was taking —

and gave me the clarity to take control.”

👥 Who This Is For

→ For self-directed investors seeking structural clarity:
If you’re tired of wondering whether your strategy will hold —

the Sigma Score™ gives you real answers.

→ For fiduciary advisors ready to go beyond ‘performance reports’:
If you want to show clients proof of structural integrity —

this is your credibility tool.

🛠 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.

  • How Is the Sigma Score™ Calculated?

  • Can a Single Number Really Reveal Portfolio Strength?

  • How Do Gamma, Tau, and Eta Work Together?

  • What’s the Smartest Way to Structure My Investments for the Next 10 Years?

© 2025 | TheMarkJohnson™ | All Rights Reserved

Terms & Conditions |  Privacy Policy

© 2025 TheMarkJohnson™ 

All Rights Reserved

Terms & Conditions

Privacy Policy