Performance and risk-adjusted performance
Return, volatility, Sharpe, Sortino
Strategy Diagnostic
A deep analysis of the strategy you already run.
Twenty years, every regime, plain conclusions.
What we analyze
Five views of how your strategy behaves.
Each one is shown in plain words first, with the technical measure underneath.
Drawdowns
Depth, duration, recovery, against your benchmark
Drawdown reduction capacity
How much protection the strategy can carry without changing its character
Beta and correlation to the market
Measured over rolling windows, so you see when they move
Market environments
Zooms on 2008, 2011, late 2018, 2020 and 2022
What you get
A results call, a written report, and options.
You talk through the findings with the team, then keep a report you can share.
- Results call. A conversation with the team about what the analysis shows.
- Written report. Where the strategy is strong, where it is fragile, and why.
- Options. ETF substitutions, overlays, and new versions with different risk profiles.
How it works
Six steps, from request to report.
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Request
Send your name, firm and email.
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We reply
We email what we need, and an NDA if you want one.
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You send holdings
Share your holdings and weights by email.
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We run the analysis
Your strategy goes through the Cap8 engine across the full history.
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Results call
We walk you through the findings with the team.
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Written report
You receive a written report you can share with your committee or partners.
History and your data
History
Twenty years where the history exists.
Where your holdings have the history, we use twenty years. Where they don't, we use the longest period available and say so in the report.
Your data
Held confidentially.
Used only for your Diagnostic and deleted on request. NDA available. It can be signed before you share anything.
The Strategy Diagnostic is an analysis of the historical behavior of a portfolio you provide. It is not investment advice or a recommendation to buy or sell any security.
A sample view
What a drawdown comparison looks like.
One of the charts in the report, shown with synthetic data.
Drawdown, strategy against benchmark
A chart of drawdowns from 2005 to 2025. The benchmark falls to about 50 percent below its peak in early 2009 and about 24 percent in late 2022. The strategy's drawdowns are roughly half as deep. Data is synthetic and illustrative.
FAQ
Questions we hear most.
What do you need from us?
Your holdings and weights. We email you exactly what we need after your request, and an NDA if you want one before you share anything.
How long does it take?
About three weeks from receipt of holdings.
Is my data safe?
Your data is used only for your Diagnostic and held confidentially. It is deleted on request, and an NDA is available before you share anything.
What happens after the report?
You keep the report and decide what to do with it. If you want to act on the options, such as ETF substitutions, an overlay or a new version with a different risk profile, we can discuss next steps.
Do we have to use the platform afterwards?
No. The Diagnostic stands on its own.
What does it cost?
A fixed-fee engagement, scoped with you before we start.
A fixed-fee engagement, scoped with you before we start. NDA available.
Strategy Diagnostic
Find out how your strategy behaves before the next regime shift does it for you.
Thank you.
We will email you within one business day with what we need to get started.
A fixed-fee engagement, scoped with you before we start. NDA available.