EPR (Equily Portfolio Rating) is a 100-point score that analyzes five dimensions of portfolio structure. It describes what we observe about your portfolio.
EPR provides a single number from 0-100 that reflects how your portfolio scores across five analytical factors. It describes portfolio structure based on objective metrics - not subjective judgments 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.
Your EPR score is calculated from five factors. Each factor measures specific portfolio characteristics:
Analyzes portfolio spread across asset classes, sectors, and regions. Includes industry-first ETF overlap detection to calculate effective diversification based on underlying holdings.
Measures the relationship between historical returns and volatility using Sharpe ratio analysis. The resulting metric reflects return relative to risk taken.
Calculates historical volatility and maximum drawdown metrics. Includes analysis of recovery characteristics based on past market behavior.
Compares portfolio characteristics against strategy-specific tolerance bands. Each strategy (Growth, Balanced, Income, Preservation) has defined parameters.
Analyzes rebalancing characteristics, liquidity, and cost structure based on the holdings in your portfolio.
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.
EPR scores fall into these tiers:
EPR scores are calculated against strategy-specific parameters. Each strategy has different tolerance bands:
Parameters calibrated for higher equity allocation and volatility tolerance
Parameters calibrated for mixed allocation with moderate volatility tolerance
Parameters calibrated for dividend-focused holdings and cash flow characteristics
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.
We use historical price data from financial data providers to calculate metrics for your holdings.
Our analysis examines underlying ETF holdings to identify overlap between funds in your portfolio.
Each factor is scored against thresholds defined for your selected investment strategy.
Individual factor scores are combined to produce your final EPR score from 0-100.