Risk Dashboard
Portfolio risk metrics and exposure analysis
Value at Risk (Daily)
$3,820
95% confidence
Max Drawdown
-8.73%
Sharpe Ratio
1.85
Risk-adjusted
Beta
1.18
vs S&P 500
Value at Risk
Daily (95%)-$3,820
Weekly (95%)-$8,540
Monthly (95%)-$17,250
Volatility
Daily1.03%
Annualized16.4%
Concentration Risk
Top HoldingMSFT (14.3%)
x
Top 5 Holdings58.8%
x
Herfindahl Index0.098
Performance Metrics
Alpha
4.2%
Sortino Ratio
2.42
Treynor Ratio
12.8
Calmar Ratio
4.9
R-Squared
0.87
Tracking Error
5.2%
Info Ratio
0.81