Monitoring Portfolio Health Metrics

## The Portfolio Dashboard A portfolio-level bankroll requires portfolio-level monitoring. Individual strategy tracking is necessary but not sufficient — you need a holistic view of the entire operation. ## Key Portfolio Health Metrics **1. Total portfolio ROI (rolling 90 days)** The primary performance metric. Compare to your long-run target and to the previous quarter. **2. Portfolio Sharpe ratio (rolling 90 days)** ROI / standard deviation of weekly P&L. Measures risk-adjusted performance. Should exceed 1.0 for a well-managed operation. **3. Weighted average CLV across all strategies** The most forward-looking indicator. Negative CLV in aggregate is a warning signal regardless of current P&L. **4. Strategy-level CLV decomposition** Which strategies are producing positive CLV? Which are not? This identifies where to reallocate and where to cut. **5. Correlation heatmap (quarterly)** How correlated are your strategies currently? Has correlation increased (reducing diversification benefit)? **6. Account health distribution** How many accounts are fully open / stake-limited / closed? Is your capacity declining? ## The Early Warning System Set thresholds for each metric that trigger automatic review: - Portfolio ROI below target for 3 consecutive months → strategy review - Any individual strategy CLV negative for 60 consecutive days → allocation reduction - Total active accounts below 6 → emergency account opening priority - Portfolio Sharpe below 0.5 → risk review ## Automated Monitoring A Google Sheets dashboard with formulas that automatically calculate all portfolio metrics from the bet log is achievable in a few hours of setup. The investment repays itself immediately in clarity and early warning capability.