Portfolio Risk Score
72 / 100
Low Risk — Well diversified
Max Drawdown (30D)
-4.2%
₹21,000 from peak
Value at Risk (95%)
₹8,450
Daily VaR — 1 day horizon
Sharpe Ratio
1.82
30-day rolling — Above average
📈 Drawdown Chart (30 Days)
May 14May 21May 28Jun 4Jun 11
🎯 Value at Risk (VaR)
VaR 90%
₹5,200
1.04% of capital
VaR 95%
₹8,450
1.69% of capital
VaR 99%
₹14,800
2.96% of capital
Capital Utilization
0%62% used100%
Margin Usage
0%38% used100%
📊 Exposure by Segment
| Segment | Exposure | % of Capital | Allocation |
|---|---|---|---|
| NIFTY Options | ₹1,85,000 | 37% | |
| BANKNIFTY Options | ₹1,20,000 | 24% | |
| Equity Delivery | ₹95,000 | 19% | |
| NIFTY Futures | ₹60,000 | 12% | |
| Cash Reserve | ₹40,000 | 8% |
⚠ Risk Alerts
BANKNIFTY exposure exceeds 20% limit — currently at 24%. Consider reducing position size.
12 min ago
Drawdown approaching -5% threshold. Current max DD: -4.2%. Auto-stop will trigger at -5%.
1 hour ago
Correlation risk: 3 active strategies have >80% correlation on NIFTY direction. Diversify.
2 hours ago
IV percentile for NIFTY at 72 — elevated. Consider switching from option buying to selling.
3 hours ago
Weekly Sharpe ratio improved to 1.82 from 1.56 — strategy adjustments are working.
6 hours ago
Portfolio beta: 0.78 — lower market sensitivity than benchmark. Good in volatile markets.
1 day ago
🌊 Stress Test Scenarios
NIFTY -5% Crash
-₹24,500
Portfolio impact: -4.9% | Recovery: ~8 days
IV Spike to 25
-₹12,200
Short options loss: -2.4% | Hedge gain offsets 40%
Gap Down -3%
-₹18,100
Stop loss slippage: ~₹3,400 | Max loss: -3.6%
Rally +5%
+₹31,200
Net delta positive | Upside capture: 62%
📈 Risk Metrics History
| Metric | Current | 7D Avg | 30D Avg | Status |
|---|---|---|---|---|
| Sharpe Ratio | 1.82 | 1.65 | 1.48 | ▲ Improving |
| Sortino Ratio | 2.14 | 1.92 | 1.71 | ▲ Improving |
| Max Drawdown | -4.2% | -3.8% | -3.1% | ▼ Worsening |
| Win Rate | 68% | 71% | 65% | ▬ Stable |
| Profit Factor | 1.94 | 1.85 | 1.72 | ▲ Improving |
| Avg Win/Loss | 1.45 | 1.38 | 1.32 | ▲ Improving |