What Is the Sigma Score™ in Investing?

✅ The Sigma Score™ is a single, powerful number that tells you whether your portfolio is structurally sound — or secretly fragile.

It’s not based on guesses, opinions, or forecasts.
It’s built on 12 institutional-grade metrics that evaluate:

📉 Stability (Gamma)

🔄 Resilience (Tau)

⚙ Efficiency (Eta)

In one score,

you see how well your portfolio is truly designed to survive —

and thrive — across all market environments.

📉 The Problem: What Most People Get Wrong

Wall Street taught you to judge a portfolio by returns and volatility.

But here’s the truth:

Returns lie.

Volatility hides.

And stress reveals everything.

A portfolio might look fine during calm —

but collapse in chaos.

Traditional metrics don’t tell you how a portfolio behaves under pressure.
They don’t reveal hidden fragility.
And they don’t explain why performance happens —

or whether it will last.

When you can’t measure the structural integrity of a portfolio,

you’re flying blind.

🔁 The Belief Shift

Old Paradigm: “Past performance and asset mix tell me everything.”

New Paradigm: “A portfolio’s design determines its durability.”

“Don’t just ask how a portfolio performed.

Ask if it’s built to survive.”

🧱 The Structural Explanation

The Sigma Score™ is a composite of three core dimensions:

🛡️ Gamma — Stability

Can your portfolio avoid large, unnecessary damage?

Measured by:
→ Beta, Max Drawdown, Std. Dev., Sharpe, Recovery Burden

🔄 Tau — Resilience

Can your portfolio recover quickly and reliably?

Measured by:
→ Sortino, Omega, Calmar, Time to Recovery

⚙️ Eta — Efficiency

Does your portfolio intelligently convert risk into return?

Measured by:
→ Alpha, Treynor Ratio, Information Ratio

Each of these is scored individually —

and then combined into a single Sigma Score™ from 0 to 100.

The higher your Sigma Score™,

the more robust your portfolio is under real-world pressure.

The Sigma Score™ is like a portfolio’s structural health report —

revealing what traditional models miss.

📊 Why It Matters

✅ Know exactly where your portfolio is strong or vulnerable

✅ Replace fear and guessing with clarity and confidence

✅ Make smarter decisions under stress

✅ Show clients a system, not a story

“Investors tell us they sleep better when they stop managing returns —

and start managing structure.”

👥 Who This Is For

→ For serious investors who want clarity without complexity:
If you’re tired of surface metrics and vague advice,

the Sigma Score™ gives you objective insight in a single number.

→ For fiduciary advisors who want to deliver evidence, not hope:
If you want to move from sales language to structural truth,

this score gives you the tool — and the trust.

🛠 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 Are the 12 Dimensions of Portfolio Risk?
What Is Gamma, Tau, and Eta in Portfolio Design?
Can a Single Number Really Tell Me if My Portfolio Is Built to Last?
How Does the Sigma Score™ Help Me Identify Hidden Fragility?

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