QuantAI Advisors

Portfolio Risk Analyzer

Analyze risk metrics and position sizing for your investment portfolio

API Usage (100 calls/minute) 0/100 calls

Portfolio Configuration

Tickers (comma separated)

Enter up to 10 ticker symbols

Start Date

Maximum 5 years of historical data

Risk-Free Rate (%)

Portfolio Value ($)

Confidence Level: 95%

Higher confidence levels provide more conservative risk estimates

Portfolio Weights

Note: Weights will be automatically normalized to sum to 100%.

No analysis results yet

Configure your portfolio and run the analyzer to see risk metrics.

Value at Risk (VaR)

0.00%

Maximum expected loss with 95% confidence over a 1-day period.

Conditional VaR

0.00%

Expected loss when losses exceed VaR threshold.

Annual Volatility

0.00%

Annualized portfolio volatility based on historical returns.

Conditional Drawdown at Risk (CDaR)

Daily CDaR

0.00%

Monetary Impact

CDaR measures the expected worst drawdown when it exceeds a threshold based on your confidence level. This represents the potential capital depleted during extreme market conditions.

Performance Metrics

Sharpe Ratio

0.00

Max Drawdown

0.00%

Sharpe Ratio measures risk-adjusted returns. A higher Sharpe ratio indicates better risk-adjusted performance. Max drawdown shows the largest historical decline from peak to trough.

Regulatory Capital Requirements

Solvency II

VaR (99.5%): 0.00%

Capital Requirement: $0

Based on 99.5% confidence level over 1 year

Basel III

VaR (99%): 0.00%

Market Risk Capital: $0

Risk-Weighted Assets: $0

Based on 99% confidence level over 10 days with 3x multiplier

VaR Analysis

Advanced Risk Analysis

Risk Management Recommendations

Based on your portfolio's risk profile, consider the following risk management strategies:

Monitor your portfolio's VaR and CDaR regularly, especially during periods of market volatility
Consider reducing position sizes when your portfolio's drawdown approaches the CDaR threshold
Diversify across asset classes with low correlations to reduce overall portfolio risk
Implement stop-loss strategies based on the maximum drawdown tolerance for your investment goals
Rebalance your portfolio when weights drift significantly from your target allocation

Note: These recommendations are based on historical data analysis and should be used alongside comprehensive investment research and your personal risk tolerance.