Portfolio Diversification Calculator Pro
Measure your portfolio's true diversification with a 0–100 score, analyze asset class and sector allocation, estimate portfolio risk using individual volatilities and correlations, compare your holdings to major benchmark indices, and generate a precise rebalancing plan.
Enter each position with its current market value, asset class, and sector. Weights are calculated automatically.
| Asset / Ticker | Value ($) | Asset Class | Sector | Weight |
|---|
Based on positions entered in the Overview tab. Click a tab to update.
Enter annualized volatility and expected return for each position. Click Load from Portfolio to auto-populate names.
| Asset | Volatility σ (%) | Exp. Return (%) |
|---|
| Sector | Your Allocation | Benchmark | Active Weight | Position |
|---|
Set target allocations for each position. The planner calculates buy/sell amounts to reach your target weights.
| Asset | Current Value | Current % | Target % | Target Value | Difference | Action |
|---|
What each tab calculates
Overview
Calculates a 0–100 Diversification Score based on the Herfindahl-Hirschman Index (HHI = Σwᵢ²), effective number of positions (1/HHI), top-3 and top-5 concentration, number of unique asset classes and sectors covered. Lower HHI = better diversification.
Allocation
Breaks down your portfolio by asset class (Stocks, Bonds, Cash, Real Estate, Commodities, Crypto) and by GICS sector. Shows percentage weight for each category, flags over-concentrations above 40%, and visualizes distribution with interactive pie charts and breakdown bars.
Risk
Estimates portfolio volatility from individual asset volatilities and average pairwise correlation using σ_p² = (1−ρ̄)Σwᵢ²σᵢ² + ρ̄(Σwᵢσᵢ)². Shows Diversification Ratio, Diversification Benefit, expected return, Sharpe ratio, 95%/99% VaR, and risk contribution per asset.
Benchmark
Compares your sector allocation to four standard benchmarks — S&P 500, MSCI World, 60/40 Portfolio, and All Weather Portfolio. Shows active weight per sector (over/underweight), estimated tracking error, active share, largest tilt positions, and a grouped bar chart.
Rebalance
Generates a precise rebalancing plan. Set target weights for each position, optionally add new capital, and the planner calculates the exact dollar amount to buy or sell for each asset, total turnover, number of trades required, and current vs target allocation chart.