This component allows you to include a risk analysis of your portfolio in your web in an easy and simple way. Only using your portfolio’s nav, the component calculates all the information.

This component visualizes different statistics and time series for each section. In the upper left, it visualizes the historical drawdown of your portfolio with some of the most important statistics such as maximum drawdown suffered by your portfolio, the number of days it took to recover it and the number of days of the longest drawdown (if your portfolio has not recovered yet any of them, the component will warn you). Alongside the drawdown, it is possible to analyze the 1Y-Rolling volatility of your portfolio with more statistics (average and 5th and 95th percentile).

In the lower section, it visualizes the historical value-plus of your portfolio (1Y-Rolling Runup vs 1Y-Rolling drawdown). Alongside this, it is possible to see our value-plus signal, that shows you the last 1Y-Rolling Runup and 1Y-Rolling drawdown against the 95th percentile of 1Y-Rolling Runup and 5th percentile of 1Y-Rolling drawdown.

Moreover, it is possible to change the analysis period using the range selector that you can find in the header of the component allowing you to analyze your portfolio’s risk down to the smallest detail.

Intelligence

The component calculates all the information using only the nav of your portfolio and the period you would like to analyze.

Where to use it?

This component can be used in a multitude of applications. Here are some examples:

• A client's private area so that they can carry out a risk analysis of their portfolio.
• Internal application for managers to make a more detailed analysis of portfolio risk.
• Anything that you come up with.

Subcomponents

input-date-range analysis-drawdown analysis-rolling-volatility analysis-value-plus