Covariance, VaR, factor risk, stress tests — every risk number traceable to the positions behind it.
Risk covers the full quantitative risk stack: covariance and correlation estimation, portfolio- and position-level risk statistics, custom betas, parametric and historical VaR, stress tests, exposure concentration, and hedging views. Every risk number is clickable to the positions that contributed it.
8 reports in this category. Every cell is clickable to the source row.
What are the statistical relationships between every position I hold?
Full covariance and correlation matrix across all holdings, with multiple estimation methods (sample, EWMA, Ledoit-Wolf shrinkage, factor-model). Eigenvalue decomposition surfaces dominant risk factors; condition-number diagnostics flag ill-conditioned matrices from insufficient history.
What is my portfolio-level volatility, beta, and tracking error today?
Annualized volatility, beta to benchmark, tracking error, active share, and Sharpe ratio at the portfolio level. Refreshes with every new price; historical time series so you can see how each stat has drifted.
Which positions contribute the most to my total risk?
Per-position marginal risk contribution, component VaR, and beta-adjusted exposure. Ranks the top contributors so you can see where concentration is building before it becomes a problem.
What is my exposure to specific factors, including upside and downside separately?
Beta to any custom factor or benchmark — style factors, sector betas, asymmetric up/down beta (β⁺/β⁻). Supports single-factor OLS, multi-factor, and rolling-window variants for regime-aware exposure analysis.
How much could I lose on a bad day at my given confidence level?
Historical, parametric, and Monte Carlo VaR at configurable confidence levels (95%, 99%, 99.5%) and horizons (1-day, 10-day). Decomposed by position, sector, country, and factor so you see where the risk sits.
What would happen to my portfolio in a 2008, a 2020, or a custom crisis scenario?
Pre-configured historical scenarios (2008 GFC, 2011 Eurozone, 2020 COVID, 2022 rates shock) plus custom scenarios you define by specifying shocks to factors, sectors, or individual securities. Output is full-portfolio revaluation under stress.
Where am I overexposed — by sector, country, issuer, or factor?
Concentration view by every classification dimension with Herfindahl-Hirschman indices and tail-exposure metrics. Flags mandate-threshold breaches and positions contributing disproportionately to aggregate exposure.
If I wanted to neutralize a specific risk factor, what would I trade?
Proposes hedge ratios and instruments to neutralize a chosen factor, benchmark, or basket exposure. Supports equity index futures, ETFs, options (delta-hedge), and currency forwards with cost and basis-risk estimates.