Portfolio Risk (Ann.)
10.8%
vs 12.1% benchmark
Max Drawdown
-18.5%
Historical simulation
Factor / Idio. Split
71% / 29%
Contribution to risk
Asset Allocation
Current portfolio holdings and weights.
| Asset | Weight (%) | YTD Return (%) |
|---|---|---|
AAPL Apple Inc. | 20.00 | 15.20 |
MSFT Microsoft Corp. | 18.00 | 12.80 |
NVDA NVIDIA Corp. | 15.00 | 45.10 |
QQQ Invesco QQQ Trust | 15.00 | 11.20 |
TSLA Tesla, Inc. | 12.00 | 25.50 |
TLT iShares 20+ Year Treasury | 10.00 | -5.30 |
BTC Bitcoin | 10.00 | 60.70 |
Correlation Analysis
Asset correlation against the rest of the portfolio.
Factor Betas
Exposure of each asset to systematic risk factors.
Risk Decomposition
Per-asset contribution to risk: Factor vs. Idiosyncratic
Factor Risk Map
Factor Risk vs. Idiosyncratic Risk per asset.
Stress Test Simulations
Portfolio performance under historical and hypothetical scenarios.
2008 Crisis
-22%
Portfolio P&L
COVID-19
-15%
Portfolio P&L
Taper Tantrum 2013
-8%
Portfolio P&L
Rates +200bps
-10%
Portfolio P&L
Crypto Winter
-12%
Portfolio P&L
Per-Asset Performance
Risk Allocation
Target: 70/30 vs. Actual: 71/29
Reports Module
Download a snapshot of your analysis.
Portfolio Optimizer
Mock Barra-style optimizer to rebalance portfolio based on objectives.
Rebalance Preview
Post-Optimization Metrics
New Portfolio Risk 8.2%
Tracking Error 3.5%
Post-Optimization Exposures
MKT: 1.20
VALUE: -0.30
MOMENTUM: 0.25
QUALITY: 0.80
SIZE: 0.60
RATE: -0.40
VOL: 0.10