Quantitative Fund Scoring · Conflict-Free

How to Read Your Score

Fund(k) scores every fund in your plan across four independent pillars using SEC filings and public market data. No qualitative overrides. No conflicts of interest. One composite score that tells you the truth.

We sell MATH, Not CITs
THE SCORE
PORTFOLIO COMPOSITE
67.7
STRONG
68
📈
Return
56
🛡️
Risk
75
💰
Cost
72
🎯
Consistency
STRONG≥63
PASS48–62
WATCH35–47
REVIEW<35

Tall bright towers mean the plan is healthy. Short dim bars show where to look.
The composite score is the equal-weight average of all four pillars.

THE FOUR PILLARS
Four questions. Four scores. One answer.

Every fund in your plan is evaluated across four independent dimensions. Each pillar answers one question an investment committee should be asking. Together, they form a complete picture that no single rating can provide.

📈

Return

Does it perform?

Measures risk-adjusted returns relative to the fund's peer group. Not just "did it go up?" but "did it go up enough to justify the risk and cost?" Uses rolling alpha, Sortino ratio, information ratio, and alpha statistical significance.

Rolling Alpha · Sortino · Information Ratio · Alpha t-Stat · Fee-Adj Alpha
🛡️

Risk

Does it protect?

Evaluates how the fund behaves when markets decline. A fund that captures 130% of a downturn is failing its participants. This pillar rewards funds that limit losses and recover quickly when markets turn.

Max Drawdown · CVaR 95% · Downside Capture · Recovery Speed
💰

Cost

Is it priced right?

A pure cost measure: where does this fund's expense ratio rank against its peer group? No qualitative adjustments. Cheaper funds score higher. Every basis point matters — especially in a defined contribution plan where costs compound over 30-year careers.

Expense Percentile within Peer Group
🎯

Consistency

Is it predictable?

Measures whether the fund delivers what it promises. A large-cap value fund that drifts into growth territory introduces risk the plan didn't sign up for. This pillar rewards managers who stay in their lane and deliver repeatable results.

Alpha Hit Rate · Style Drift · R² Stability · Return Dispersion
THE SCORE IN ACTION
Same system. Different stories.

The scoring system adapts to what it finds. A well-managed plan lights up green. A neglected plan shows exactly where the problems are. The visual tells the story before you read a single number.

WELL-MANAGED PLAN
72.4
STRONG
78
65
82
64
Four bright towers. Quality across every dimension.
NEEDS ATTENTION
42.1
WATCH
38
45
52
33
The amber and red towers show where to focus the committee's attention.
FIDUCIARY RISK
19.2
REVIEW
12
8
22
35
Near-empty towers with red embers. Immediate action required.
WHY THIS MATTERS
A higher standard for the plans you manage.

Traditional fund ratings condense everything into a single backward-looking number. That simplicity comes at a cost: a fund can earn a high rating while charging excessive fees, because the rating blends cost into a return calculation where strong recent performance masks the drag.

Fund(k) separates what should be separated. Cost is scored independently. A fund charging 1.2% in a peer group where the median is 0.45% cannot hide behind a good quarter. Risk is scored independently. A fund that dropped 35% in the last correction can't offset that with a strong year. Each pillar stands on its own — and the composite reflects all four equally.

The data comes directly from SEC Form N-PORT filings and public market prices. No intermediary. No third-party licensing. No relationship with fund manufacturers. The scoring engine has no opinion — it computes percentile ranks within peer groups and reports what the numbers say.

The result: insights you can trust because nobody paid for them.

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