A portfolio analysis system includes a memory operable to store one or more modules. The portfolio analysis system also includes a processor operably coupled to the memory. The processor is operable to execute the modules toreceive information identifying one or more investments,receive information associated with one or more financial characteristics of the investments, and determine a range of motion, a portfolio history, an economic value of the tail, an exposure, or points of ruin associated with the investments using the information associated with the financial characteristics of the investments. The processor is also operable to initiate an alert when one or more conditionsare met for the investments based upon the determination of the range of motion, the portfolio history, the economic value of the tail, the exposure, and/or the points of ruin.
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