Risk Monitor
Live risk exposure, concentration, drawdown tracking
Total Exposure
$37,850
62.2% cash
VaR (95%)
$2,180
Max daily loss (95% conf.)
Max Drawdown
-2.4%
Limit: 4%
Portfolio Beta
0.82
Corr to SPY: 0.71
Drawdown History
Sector Concentration
$18,240
$7,000
$5,600
$3,860
$3,150
Position Risk Heat Map
| Symbol | Weight | Risk Level | P&L | Beta | Concentration |
|---|---|---|---|---|---|
| AAPL | 21.7% | LOW | +2.1% | 1.1 | |
| NVDA | 28.9% | MEDIUM | +2.5% | 1.8 | |
| MSFT | 27.8% | LOW | +1.6% | 0.9 | |
| TSLA | 21.6% | HIGH | -2.6% | 2.1 |
Sharpe Ratio
1.45
Sortino Ratio
2.10
VaR (99%)
$3,420
SPY Correlation
0.71
Value at Risk Breakdown
CVaR represents expected loss in the worst 1% of scenarios (tail risk).
Stress Test Results
| Scenario | Impact ($) | Impact (%) | Severity |
|---|---|---|---|
| 2008 GFC Replay | -$8,420 | -22.2% | CRITICAL |
| COVID Mar 2020 | -$5,310 | -14% | HIGH |
| Fed +100bp Shock | -$2,850 | -7.5% | MEDIUM |
| Tech Sector -15% | -$4,120 | -10.9% | HIGH |
| USD +10% Rally | -$1,200 | -3.2% | LOW |
| Oil Spike $120/bbl | -$980 | -2.6% | LOW |
Sector Limit Enforcement
Correlation Heatmap
| AAPL | NVDA | MSFT | TSLA | SPY | |
|---|---|---|---|---|---|
| AAPL | 1.00 | 0.72 | 0.85 | 0.48 | 0.89 |
| NVDA | 0.72 | 1.00 | 0.68 | 0.55 | 0.78 |
| MSFT | 0.85 | 0.68 | 1.00 | 0.42 | 0.91 |
| TSLA | 0.48 | 0.55 | 0.42 | 1.00 | 0.52 |
| SPY | 0.89 | 0.78 | 0.91 | 0.52 | 1.00 |
Circuit Breaker Status
Max Drawdown
Threshold: 4.0%
Current: 2.4%
Single Position Loss
Threshold: $1,500
Current: $420
Daily Loss Limit
Threshold: $3,000
Current: $0
Volatility Spike
Threshold: VIX > 35
Current: VIX 18.2
Correlation Breakdown
Threshold: r < -0.5
Current: r = 0.71
Risk Budget Allocation vs Usage