Asym Score

Overview

The Asym Score is ClearLedger Analytics’ proprietary measure of asymmetric return quality. It evaluates how favorable an asset’s risk‑adjusted performance is by combining the Sortino Ratio, drift penalty, and insider conviction into a single scalar.

1. What the Asym Score Represents

The Asym Score answers one question:

“How strong is this asset’s upside return profile after adjusting for downside risk, drift, and insider conviction?”

• High Asym Score → strong asymmetric return quality
• Moderate Asym Score → balanced return profile
• Low Asym Score → weak asymmetric return quality
• Blank Asym Score → negative Sortino or insufficient conviction

2. Conceptual Definition

Asym Score represents the strength of an asset’s upside return profile after adjusting for downside risk, drift behavior, and insider conviction.

3. How ClearLedger Analytics Computes the Asym Score

• Start with the Sortino Ratio and discard negative values
• Apply a drift penalty using the asset’s Drift Percentile
• Apply an insider conviction boost when ICvx200 ≥ 1
• ETFs or assets without drift pass through unadjusted

Formula:

Asym Score = Sortino × (1 − β × Drift) + InsiderBoost

Where β controls drift sensitivity (default 0.15) and InsiderBoost applies only when ICvx200 ≥ 1.

4. Why Asym Score Matters

The Asym Score helps advisors understand which assets produce high‑quality upside returns after adjusting for downside risk, drift stability, and insider conviction.

5. What Drives the Asym Score

• Sortino Ratio
• Drift Percentile
• Insider conviction (ICvx200)
• Downside deviation
• Return asymmetry

6. Asym Score in Optimization

ClearLedger Analytics uses Asym Score to identify high‑quality asymmetric return assets, support weight decisions, and highlight upside return efficiency.

Conclusion

The Asym Score blends Sortino Ratio, drift penalty, and insider conviction into a single deterministic scalar. ClearLedger Analytics computes Asym Score using transparent, reproducible math — giving advisors a precise measure of upside return quality.