Risk Management

Monitor portfolio risk, exposure, and limits

Action Required
VaR (95%)-$12,500.00
VaR (99%)-$18,700.00
Beta1.12
Volatility+18.50%
Sharpe Ratio1.65
Current Drawdown-2.10% -2.10%

Risk Gauges

Drawdown

-2.10%current
Max: -8.40%25% used

VaR Utilization

VaR(95%) vs Limit-$12,500.00 / $15,000
83% utilizedLimit: $15,000

Daily Loss Limit

Used vs Limit$15.00 / $100,000.00
0% usedRemaining: $99,985.00

Exposure by Asset

Asset ClassCurrent ExposureLimitUtilizationStatus
Technology$385,000.00$500,000.00
77%
Near Limit
ETFs$128,000.00$300,000.00
43%
Within Limit
Consumer$45,000.00$200,000.00
23%
Within Limit

Circuit Breaker

Circuit Breaker

Automatic trading halt on threshold breach

Max Daily Loss

$100,000.00

0% used

Max Position Size

$250,000

68% of limit

Max Drawdown

-8.40%

25% of limit

Concentration Limit

75%

35% of limit

Risk Limits Configuration

Configure portfolio risk parameters

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