AI Risk Summary
AI summary requires ANTHROPIC_API_KEY environment variable.
Portfolio Metrics
Sharpe Ratio
2.94
VaR (95%)
0.73%
Portfolio Value
$332.9M
Avg Correlation
0.79
Portfolio Beta by Account
Risk-Adjusted Returns
Drawdown Analysis
Account Correlation
Risk Trends (30-Day Rolling)
Sharpe Ratio Trend
Beta Trend
Path Dependency: Forward vs Reversed Returns
What if prices walked back to where they started? Same daily returns, reversed order - shows sequence risk.
P&L Attribution by Account
| Account | Positions | Daily P&L | YTD P&L |
|---|---|---|---|
| AV7K | 1,191 | $0 | $89,559,218 |
| XPB006178 | 179 | $0 | $3,439,370 |
| XPB006152 | 60 | $0 | $5,670,460 |
| XPB006160 | 158 | $0 | $5,310,318 |