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Portfolio Pi

The Pi-tree™ system makes investment risk choices easy to understand*

*See Pi Portfolio Management: Reaching Goals while Avoiding Losses” J. Cvitanic, S. Kou, X. Wan, and K. Williams, September 2019.

We measure average probability of success with complete information

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Pi-tree™ uses comprehensive measures

Portfolio Pi is the average probability that an investor will achieve desired investment objectives, including risk


Eta is the economic value created by increases in Portfolio Pi 

Portfolio Pi is measured in percent and Eta is measured in dollars or returns - easy to understand, intuitive measures of portfolio choice

Pi-tree™ helps investors make informed trade-offs among competing objectives

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Graph and content are for illustration only.

Pi-tree™ can help you evaluate

  • Asset class weights

  • Risk factor sensitivities

  • Payout algorithms

  • Specific investment products

  • Custom solutions

  • Alpha assumptions

  • Risk management actions

  • Rebalancing strategies

  • Tax strategies

  • Expense ratios

  • Investment lifecycle costs

  • Desired investment outcomes

  • Distributional assumptions

  • And more...

The information contained in this communication is provided for general informational purposes only and should not be construed as investment advice. Nothing in this communication should be construed as an offer, recommendation, or solicitation to buy or sell any security.  Past performance is no guarantee of futures results.  Any expected returns or hypothetical projections may not reflect actual future performance.  Portfolio performance is dependent on numerous factors, including personal and market conditions.  There can be no assurance that an investment or investment mix will perform in any predictable manner.

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