The Maximos Score is one capability inside a broader investment workspace. It is an analytical aid. The investor remains the decision-maker.
Version 2.0 · Last updated March 2026
The Maximos Score is a weighted composite assessment of private market opportunities. It combines 10 independently scored dimensions into a single 0–100 score with a letter grade (A–F). Each dimension is fully transparent — every point is traceable to a specific input, and the contribution of each factor is shown alongside the total.
The score is designed for use in deal screening, portfolio monitoring, and IC preparation. It is a structured, rules-based assessment — not a prediction of returns or a recommendation to invest. It measures the strength and completeness of available evidence about an opportunity.
The Maximos Score does not predict financial returns, probability of exit, or fund-level performance. It does not assess management integrity, legal risk, or regulatory exposure beyond what is detectable from public signals. It does not replace human judgment — it structures and surfaces evidence to support it.
The score is not a credit rating, a recommendation, or an offer to buy or sell securities. No model output from Maximos should be interpreted as investment advice.
Each dimension receives a normalised sub-score (0–100). The total is computed as:
Weights are fixed for V2 and sum to 1.00. They reflect the relative importance each dimension carries in a private market diligence context. Weights are not dynamically adjusted per deal — this ensures consistency and comparability across the portfolio.
To prevent inflated scores based on thin evidence, two hard caps are enforced:
| Data Completeness | Score Cap | Rationale |
|---|---|---|
| < 15% | 50 | Extremely thin evidence — score cannot exceed C range |
| < 30% | 65 | Insufficient evidence — score cannot exceed B range |
These caps are always shown when active. Users can see exactly which evidence gaps are limiting the score and what data would be needed to lift the cap.