⚡ Risk Navigator
Portfolio-level Greeks · VaR · Scenario analysis · Correlation matrix · Drawdown
Δ Portfolio Delta
1.033
β-weighted vs Nifty
Θ Daily Theta
₹-49
time decay/day
ν Portfolio Vega
₹142
per 1% IV move
Portfolio Beta
0.96
vs Nifty 50
📉 Value at Risk (VaR)
Max expected loss (95% confidence, 1D horizon)
₹28,285
1.92% of portfolio
1D
₹28.3K
1W
₹63.2K
1M
₹129.6K
🎭 Scenario AnalysisNifty 50 shock
📉 Drawdown Analysis
Awaiting performance data
🎯 Sector Concentration Risk
🔗 Correlation Matrixsector-level correlations
| Energy | IT | Banking | Auto | Crypto | NBFC | |
|---|---|---|---|---|---|---|
| Energy | 1.00 | 0.34 | 0.52 | 0.61 | 0.12 | 0.48 |
| IT | 0.34 | 1.00 | 0.28 | 0.41 | 0.09 | 0.33 |
| Banking | 0.52 | 0.28 | 1.00 | 0.38 | 0.15 | 0.71 |
| Auto | 0.61 | 0.41 | 0.38 | 1.00 | 0.08 | 0.35 |
| Crypto | 0.12 | 0.09 | 0.15 | 0.08 | 1.00 | 0.11 |
| NBFC | 0.48 | 0.33 | 0.71 | 0.35 | 0.11 | 1.00 |
Sharpe Ratio
1.82
✅ Promotable
Sortino Ratio
2.14
downside-adjusted
Calmar Ratio
3.21
return/max drawdown
Omega Ratio
1.94
gain/loss probability
🎲 Monte Carlo Portfolio Simulation60 paths · 30-day horizon · GBM
— 95th: ₹1115K— Median: ₹1028K— 5th: ₹953K
🧮 Kelly Position Sizer
Capital (₹)
Win Rate: 58%
Risk:Reward: 1:1.8
Full Kelly
34.9%
½ Kelly (recommended)
₹1,74,615
17.5% of capital per trade