S&P 5007,174+0.1%
Nasdaq24,887+0.2%
10Y UST4.34%+0.6%
DXY98.65+0.2%
WTI$99.05+2.8%
VIX18.41+2.2%
Gold$4,634.30-1.3%
Euro Stoxx 505,859-0.0%
EUR/USD1.1707-0.2%
S&P 5007,174+0.1%
Nasdaq24,887+0.2%
10Y UST4.34%+0.6%
DXY98.65+0.2%
WTI$99.05+2.8%
VIX18.41+2.2%
Gold$4,634.30-1.3%
Euro Stoxx 505,859-0.0%
EUR/USD1.1707-0.2%
LIVE

Risk Manager

Monitor portfolio risk metrics, stress test scenarios, and calculate optimal position sizes. Keep your risk within defined parameters.

Portfolio Value

$257K

P&L: +$9.3K

Daily VaR (95%)

-$3,842

1-day, 95% confidence

Max Drawdown

-8.2%

Peak-to-trough

Sharpe Ratio

1.45

Risk-adjusted return

Portfolio Beta

0.72

vs S&P 500

Asset Allocation

US Equities
48.2%$123.5K
Fixed Income
18.7%$47.9K
Commodities
21.9%$56.3K
Short Positions
1.2%$3.1K
Cash
12.5%$31.9K

Return Distribution (VaR)

-8% to -6%-6% to -4%-4% to -2%-2% to 0%0% to +2%+4% to +6%08162432
VaR 95%: -1.5%
VaR 99%: -2.5%

Drawdown History

Jan W1Jan W2Jan W3Jan W4Feb W1Feb W2Feb W3Feb W4Mar W1Mar W2-12%-8%-4%0%4%

RSI Monitor14-PERIOD

Relative Strength Index across major assets — identify overbought/oversold conditions

Overbought: 2
Oversold: 0
Avg RSI: 55.3
Sort:
72.5
Nasdaq^IXIC
$24,887.100.20%
RSI(14)

72.5

RSI(7)

79.3

OVERBOUGHT
70.2
S&P 500^GSPC
$7,173.910.12%
RSI(14)

70.2

RSI(7)

77.2

OVERBOUGHT
62.4
Dow Jones^DJI
$49,167.790.13%
RSI(14)

62.4

RSI(7)

64.4

NEAR OB
57.7
BitcoinBTC-USD
$76,864.540.65%
RSI(14)

57.7

RSI(7)

53.2

NEUTRAL
55.9
US 10Y^TNX
$4.340.60%
RSI(14)

55.9

RSI(7)

61.0

NEUTRAL
55.4
WTI CrudeCL=F
$99.052.78%
RSI(14)

55.4

RSI(7)

59.8

NEUTRAL
52.1
EUR/USDEURUSD=X
$1.170.00%
RSI(14)

52.1

RSI(7)

49.4

NEUTRAL
42.4
SilverSI=F
$73.462.06%
RSI(14)

42.4

RSI(7)

36.8

NEUTRAL
42.1
GoldGC=F
$4,634.600.87%
RSI(14)

42.1

RSI(7)

35.2

NEUTRAL
41.8
VIX^VIX
$18.412.16%
RSI(14)

41.8

RSI(7)

39.4

NEUTRAL
Legend:
RSI ≥ 70 Overbought
60-70 Near OB
40-60 Neutral
30-40 Near OS
RSI ≤ 30 Oversold

Position Sizer

Calculate optimal position size based on risk tolerance

Stress Test Scenarios

Estimated portfolio impact under various market conditions

CRITICAL2020 COVID Crash
$-48,200

Rapid sell-off similar to March 2020. S&P 500 -34% in 23 trading days.

Probability: 5-10%
HIGH2022 Rate Shock
$-32,100

Aggressive Fed tightening. 10Y yield spikes 200bp. Growth stocks -30%.

Probability: 10-15%
HIGHGeopolitical Escalation
$-18,500

Major conflict escalation. Oil +40%, equities -15%, gold +10%.

Probability: 15-20%
MEDIUMMild Correction
$-12,800

Standard 10% correction. Broad-based selling, VIX to 35.

Probability: 25-30%
LOWSector Rotation
+$4,200

Value outperforms growth. Energy/financials rally, tech lags.

Probability: 30-40%

Active Risk Rules

Max Position SizeOK

15% of portfolio

Max Sector ExposureWARN (48.2%)

40% of portfolio

Daily Loss LimitOK

-3% ($7,697)

Max CorrelationOK (0.68)

0.80 between positions