S&P 5005,218.73+0.34%|NASDAQ16,421.50+0.52%|DOW39,087.14+0.18%|GOLD2,348.60+0.71%|OIL78.42-0.63%|10Y4.28%-0.05%|BTC101,432.00+1.24%|AAPL198.36+0.41%|MSFT425.18+0.29%|NVDA882.54+1.87%|S&P 5005,218.73+0.34%|NASDAQ16,421.50+0.52%|DOW39,087.14+0.18%|GOLD2,348.60+0.71%|OIL78.42-0.63%|10Y4.28%-0.05%|BTC101,432.00+1.24%|AAPL198.36+0.41%|MSFT425.18+0.29%|NVDA882.54+1.87%|
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Risk Analyzer

VaR, CVaR, Drawdown & Beta

The Concept

Risk is not just volatility. Institutional risk management uses multiple metrics to capture different dimensions: Value at Risk (VaR) estimates the worst expected loss at a confidence level. Conditional VaR (Expected Shortfall) measures the average loss in the tail — when things go worse than VaR. Maximum drawdown shows the largest peak-to-trough decline. Beta measures systematic risk relative to the market. Together, these paint a complete risk picture.

Portfolio

Total Weight100%
$100,000
4.50%

Presets

The Trap Ledger

The Trap Ledger

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