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)

VaR 95%: -1.5%

VaR 99%: -2.5%

Drawdown History

Position Sizer

Calculate optimal position size based on risk tolerance

Account Size ($)

Risk per Trade (%)

Entry Price ($)

Stop Loss ($)

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