Risk Analysis
Portfolio risk metrics, Value at Risk, and correlation analysis
Portfolio VaR (95%)
-2.34%
-0.15%vs prev week
Sharpe Ratio
1.42
+0.08%vs prev
Portfolio Beta
1.08
-0.03%vs prev
Risk Score
68/100
+2.50%risk increase
Value at Risk (VaR) - 90 Day Trend
VaR represents the maximum expected loss over a given time period at 95% confidence level
Asset Correlation Matrix
AAPL
GOOGL
MSFT
AMZN
TSLA
AAPL
1.00
0.41
0.80
0.77
0.64
GOOGL
0.90
1.00
0.75
0.60
0.34
MSFT
0.78
0.58
1.00
0.35
0.43
AMZN
0.38
0.57
0.65
1.00
0.80
TSLA
0.53
0.37
0.50
0.82
1.00
Correlation values range from -1 (inverse) to 1 (perfect positive correlation)
Portfolio Risk Breakdown
| Asset | Allocation | Volatility (σ) | Beta (β) | Sharpe Ratio | VaR (95%) |
|---|
Stress Test Scenarios
Market Crash (-20%)-$145,200
Interest Rate +2%-$32,400
Volatility Spike-$58,900
Currency Crisis-$41,100
Risk Metrics
Maximum Drawdown-12.4%
Tracking Error2.8%
Information Ratio0.85
Risk Alerts
High Volatility Detected
TSLA volatility above threshold
Portfolio Concentration
Tech sector exceeds 40% allocation
Correlation Increase
Asset correlations trending upward