SPX▲ 5,247.49+0.60%BTC▼ 67,842.50-1.74%ETH▲ 3,521.40+1.24%EURUSD▲ 1.0823+0.29%XAUUSD▲ 2,341.80+0.53%CL▼ 83.42-1.03%US10Y▲ 4.3120+0.56%GBPUSD▼ 1.2641-0.14%USDJPY▲ 151.42+0.25%AAPL▲ 171.48+1.26%NVDA▲ 875.32+4.23%TSLA▼ 174.86-1.94%MSFT▲ 415.28+0.87%AMZN▲ 188.74+1.42%META▲ 507.12+2.31%GOOG▲ 162.48+0.68%NDX▲ 18,392.65+0.78%VIX▼ 14.82-3.21%USOIL▼ 83.42-1.03%SILVER▲ 27.84+0.80%COPPER▲ 4.3120+1.47%WHEAT▼ 547.25-0.92%DJI▼ 38,765.22-0.11%SOL▼ 178.32-2.31%XRPUSD▲ 0.5492+2.61%DXY▲ 104.32+0.18%BRENT▼ 87.14-0.82%NG▲ 1.7420+1.87%SPX▲ 5,247.49+0.60%BTC▼ 67,842.50-1.74%ETH▲ 3,521.40+1.24%EURUSD▲ 1.0823+0.29%XAUUSD▲ 2,341.80+0.53%CL▼ 83.42-1.03%US10Y▲ 4.3120+0.56%GBPUSD▼ 1.2641-0.14%USDJPY▲ 151.42+0.25%AAPL▲ 171.48+1.26%NVDA▲ 875.32+4.23%TSLA▼ 174.86-1.94%MSFT▲ 415.28+0.87%AMZN▲ 188.74+1.42%META▲ 507.12+2.31%GOOG▲ 162.48+0.68%NDX▲ 18,392.65+0.78%VIX▼ 14.82-3.21%USOIL▼ 83.42-1.03%SILVER▲ 27.84+0.80%COPPER▲ 4.3120+1.47%WHEAT▼ 547.25-0.92%DJI▼ 38,765.22-0.11%SOL▼ 178.32-2.31%XRPUSD▲ 0.5492+2.61%DXY▲ 104.32+0.18%BRENT▼ 87.14-0.82%NG▲ 1.7420+1.87%

Risk Lab

BETA

Portfolio risk, scenarios, hedging, and optimization toolkit

CONNECTED
 
P
Portfolio Value
$500.00K
Today's P&L
+$3.42K+0.7%
Risk Level
MODERATE
1-Day VaR (99%)
$12.80K
Current Drawdown
-3.2%
Sharpe Ratio
0.71

Factor Betas

Growth+0.67
Var Explained: 28.4%Long
Rates+0.42
Var Explained: 18.2%Long
Volatility-0.55
Var Explained: 22.1%Short
USD-0.31
Var Explained: 12.8%Short
Oil+0.18
Var Explained: 10.4%Long

Factor P&L — Last 7 Days

FactorMonTueWedThuFriSatSun
Growth+840-210+520+380-140+920+460
Rates+210+380-90+140+280-60+190
Volatility-380+290-180+120-240+310-160
USD-150+80-220+60-180+140-90
Oil+90-40+130+70+110-80+60

Variance Attribution by Factor

28.4%
Growth
18.2%
Rates
22.1%
Volatility
12.8%
USD
10.4%
Oil