What is EPR?
A health score for your portfolio. Like a credit score, but for your investments — a simple 0-100 rating that tells you how well-structured your portfolio is.
How EPR Works
Think of EPR like a credit score for your investments. It gives you a single number from 0-100 that reflects your portfolio's health across five key factors — based on objective metrics, not opinions about what you should do.
When we identify characteristics that affect your EPR score, we describe their impact level (High, Medium, or Low) on your score. You decide what matters to you.
The 5 EPR Factors
Your EPR score is calculated from five factors. Each factor measures specific portfolio characteristics.
Diversification
Analyzes portfolio spread across asset classes, sectors, and regions. Includes industry-first ETF overlap detection to calculate effective diversification based on underlying holdings.
Risk-Adjusted Return
Measures the relationship between historical returns and volatility using Sharpe ratio analysis. The resulting metric reflects return relative to risk taken.
Volatility & Drawdown
Calculates historical volatility and maximum drawdown metrics. Includes analysis of recovery characteristics based on past market behavior.
Archetype Fit
Compares portfolio characteristics against strategy-specific tolerance bands. Each strategy (Growth, Balanced, Income, Preservation) has defined parameters.
Allocation Flexibility
Analyzes rebalancing characteristics, liquidity, and cost structure based on the holdings in your portfolio.
How We Communicate Findings
When we identify portfolio characteristics that affect your EPR score, we communicate their impact using a simple system.
This system describes impact on your EPR score, not subjective judgments about your portfolio.
Score Tiers
EPR scores fall into these tiers.
Strategy-Specific Scoring
EPR scores are calculated against strategy-specific parameters. Each strategy has different tolerance bands.
Growth
Parameters calibrated for higher equity allocation and volatility tolerance
Balanced
Parameters calibrated for mixed allocation with moderate volatility tolerance
Income
Parameters calibrated for dividend-focused holdings and cash flow characteristics
Preservation
Parameters calibrated for capital protection and lower volatility tolerance
Equily auto-detects a strategy based on your portfolio characteristics. You can also select a different strategy to view your score against those parameters.
How We Calculate
Historical Data
We use historical price data from financial data providers to calculate metrics for your holdings.
Fund Overlap Detection
Our analysis examines underlying holdings to identify overlap between ETFs and mutual funds in your portfolio.
Strategy Parameters
Each factor is scored against thresholds defined for your selected investment strategy.
Score Aggregation
Individual factor scores are combined to produce your final EPR score from 0-100.
Our Approach: We describe what we observe and its impact on your EPR score. We never tell you what to do with your portfolio.
EPR scores are for educational purposes and do not constitute investment advice. Every portfolio is assessed using the same objective criteria. You maintain full agency over your investment decisions.