Library/Elements/Concept explainer
Education · Interactive · External

What happens at 20% alts?

Drag the alts allocation slider. Add or remove sub-strategies. Watch the Sharpe ratio, portfolio vol, and illiquidity score recompute live. The point isn't the exact number — it's the shape of the trade-off. Hover any underlined term for the definition.

Live portfolio · 60/40 baseline → alts overlay

Interactive · illustrative only
Allocation breakdown
Metric60/40 baselineWith your overlay
Expected return7.2%—
Annualized vol10.8%—
Sharpe ratio0.67—
Illiquidity score5/100—

Build your alts overlay

0%40%
Sub-strategy mix
Adjust the total alts allocation up — watch what happens to expected return and Sharpe. Push past 25% — watch the illiquidity score climb. There's no single right answer; the goal is to see the trade-off shape.
Sharpe ratio
Return per unit of risk. Higher = better. A Sharpe of 1.0 is generally considered solid for an institutional portfolio.
Portfolio vol
Annualized standard deviation of returns. Lower = smoother ride. Diversification across uncorrelated strategies pulls it down.
Illiquidity score
0–100 measure of how much of the portfolio is locked up. Higher = more illiquid. Private equity adds the most; private credit adds less.
60/40 baseline
60% global equity, 40% investment-grade bonds. The starting reference portfolio every advisor knows.

Fork & ship

The interaction is just sliders + a live donut chart + a re-computed table. Edit STRATEGIES at the bottom to add new sub-strategies or change the math.

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When to use this

Mid-conversation moments — advisor asks "what would 20% alts even look like?" and you let them feel it. Lead-gen pages, newsletter embeds, blog explainers.

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