Advanced Risk Management Dashboard

Comprehensive risk analysis and monitoring

Risk Alert: Portfolio concentration in Technology sector exceeds 25% limit. Current allocation: 28.5%

Portfolio VaR (95%)

-$2.1M

-3.2% of AUM

Max Drawdown

-8.4%

vs -12% limit

Beta

0.89

vs market

Volatility (30d)

14.2%

vs 18% limit

Tracking Error

2.8%

vs benchmark

Value at Risk History

Risk Factor Exposure

Risk Limits Status

Sector Concentration

Technology

28.5%

Limit: 25%

Portfolio VaR

Daily 95% VaR

3.2%

Limit: 5%

Max Drawdown

Rolling 12m

8.4%

Limit: 12%

Stress Test Results

2008 Financial Crisis -24.3%
COVID-19 Scenario -18.7%
Interest Rate Shock -12.1%

Risk Attribution

Market Risk 68.5%
Sector Risk 18.3%
Security Selection 13.2%