RISK DASHBOARD
Aggressive VaR (95%)
3.20%
0%Limit: 5.00%
Moderate VaR (95%)
1.80%
0%Limit: 3.00%
Conservative VaR (95%)
0.80%
0%Limit: 1.50%
Daily P&L
+$1,697.5
Current Drawdown
-1.20%
Max Drawdown
-8.20%
Guardrail Status
WARNING
1 warnings, 0 breached
Guardrail Monitor
| Status | Guardrail | Current | Limit | Utilization |
|---|---|---|---|---|
| Daily Loss Limit | -0.50% | -3.00% | 17% | |
| Max Drawdown | -1.20% | -15.00% | 8% | |
| Position Concentration | 18.00% | 20.00% | 90% | |
| Sector Exposure | 32.00% | 40.00% | 80% | |
| Correlation Risk | 45.00% | 70.00% | 64% | |
| Leverage | 100.00% | 200.00% | 50% |
Stress Test Results
| Scenario | Market Impact | Portfolio Loss |
|---|---|---|
| Black Monday (1987) | -22.0% | -$56,108 |
| GFC (2008) | -38.0% | -$96,975 |
| COVID Crash (2020) | -34.0% | -$86,770 |
| Flash Crash (2010) | -9.0% | -$22,960 |
| Volmageddon (2018) | -12.0% | -$30,611 |
| Rate Shock (+200bp) | -15.0% | -$38,264 |
Correlation Matrix
CORRELATION MATRIX — connect to MoGPT for live data