Risk Analysis

VaR, correlations, stress tests, and risk contribution analysis

Risk Intelligence

Generating analysis...

Portfolio Beta

0.98

Annualized Vol

14.60%

Sharpe Ratio

1.38

Sortino Ratio

1.72

Max Drawdown

-8.70%

VaR 95% (1-day)

-$163,200

Effective Positions

8.5

of 17 actual positions

Allocation Split

Equity

79.47%

Fixed Income

10.87%

HHI (Concentration)

1,182

Moderate concentration

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