Universal Owner Exposure Radar

The Universal Owner Risk Radar

Exposure to the risks you cannot diversify away

When you own a slice of the whole economy, the threats that matter are systemic, not idiosyncratic. Set your allocation to see your exposure across the five forces reshaping long-horizon capital — and how four stress scenarios would hit the book.

Your profile

Allocation (% of portfolio)

Public equity 35%

Private equity 15%

Fixed income & credit 25%

Infrastructure 10%

Real estate 10%

Cash & equivalents 5%

Total allocation100%

Portfolio tilts

Passive / index share of equity 60%

Emerging-market & Asia exposure 25%

Universal Owner Risk Score

—

Composite of systemic exposure, weighted by how little of it you can diversify away.

—

Systemic exposure (0–100)

Scenario impact (1-yr portfolio drawdown)

Methodology & data sources

What this is. A directional self-assessment, not investment advice. It translates a high-level allocation into exposure scores across five systemic risks a universal owner cannot diversify away, then estimates how four stress scenarios would hit the portfolio.

The five forces. AI-capex concentration uses your public-equity sleeve × passive share × the ~33% mega-cap/AI weight in major indices. Climate-transition VaR applies NGFS-style disorderly-transition haircuts to transition-sensitive equity, infrastructure and real estate. Chokepoint & geopolitics scales with EM/Asia and trade-sensitive exposure, calibrated to IMF PortWatch chokepoint trade-at-risk. Demographic drag reflects your home market's old-age-dependency trajectory (UN World Population Prospects 2024). Liquidity & leverage rises with illiquid share net of cash buffer (EIOPA 2025 margin-call stress test).

Make it live. Each coefficient maps to a free feed — NGFS Phase V, SEC EDGAR 13F, IMF PortWatch, UN WPP, OFR Financial Stress Index — so the static seeds here can be replaced with daily data and wired into the Scenario Lab.