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Diversification Analysis Alternatives

Analyze alternative investment diversification: correlation, concentration, liquidity profile, risk contribution.

Complexity: Complex | Duration: 30m+ | Category: Finance/Investment

Tags: diversification alternatives correlation concentration liquidity

Workflow Diagram​

Steps​

Step 1: Portfolio Aggregation​

Agent: portfolio

manager - Aggregate all alternative investments

Step 2: Asset Class Breakdown​

Agent: financial

analyst - Categorize by asset class (PE, VC, RE, HF, collectibles, etc.)

Step 3: Correlation Analysis​

Agent: risk

analyst - Calculate correlations between alternatives and public markets

Step 4: Concentration Check​

Agent: risk

analyst - Identify concentration risks (single manager, sector, vintage)

Step 5: Liquidity Profile​

Agent: risk

analyst - Classify by liquidity (liquid, quarterly, annual, illiquid)

Step 6: Liquidity Stress Test​

Agent: risk

analyst - Model liquidity needs under stress scenarios

Step 7: Risk Contribution​

Agent: risk

analyst - Calculate risk contribution of each alternative

Step 8: Public/Private Allocation​

Agent: financial

analyst - Review overall public vs private allocation

Step 9: Geographic Diversification​

Agent: portfolio

manager - Analyze geographic exposure

Step 10: Vintage Year Analysis​

Agent: portfolio

manager - Ensure diversification across vintage years

Step 11: Rebalancing Needs​

Agent: financial

analyst - Identify overweight/underweight allocations

Step 12: Recommendation​

Agent: portfolio

manager - Recommend portfolio adjustments for better diversification

Step 13: Report​

Agent: documentation

writer - Generate diversification analysis report

Usage​

To execute this workflow:

/workflow finance/investment/diversification-analysis-alternatives.workflow

See other workflows in this category for related automation patterns.