Risk Score
Portfolio risk assessment and analysis
Risk Level
Your portfolio risk score of 62 indicates moderate risk. This is within the recommended range for growth-oriented portfolios.
Portfolio Beta
1.12
Slightly more volatile than market
Value at Risk (95%)
$4,230
Max expected daily loss
Max Drawdown
-4.8%
Largest peak-to-trough decline
Volatility (Annualized)
18.2%
Standard deviation of returns
Sortino Ratio
1.85
Return per unit of downside risk
Calmar Ratio
1.92
Annual return / max drawdown
AI Analysis
Your portfolio beta of 1.12 means it moves slightly more than the overall market. The 95% VaR of $4,230 suggests that on 95% of trading days, your maximum expected loss won't exceed this amount. Consider reducing exposure to high-beta stocks if you want to lower your risk score below 50.
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