RiskLens
Portfolio Risk Engine · Sharpe · Treynor · Beta · Alpha · VaR · CVaR · Max Drawdown
INVESTMENT RISK MANAGEMENT
Portfolio — add stocks with weights (must sum to 100%)
Key Risk Metrics — hover any card for plain English explanation
Portfolio Allocation
Risk vs Return — per asset
What this shows: Each bar is one stock. Taller green bar = better expected return. Taller red bar = more risk (volatility). Ideally you want high green, low red — that's the best risk/return tradeoff.
Simulation Parameters
Simulations
5,000
portfolio paths
Time Horizon
3 yrs
projection period
Starting Capital
$100K
initial investment
Risk-Free Rate
4.3%
10Y Treasury yield
Simulation Results
What is Monte Carlo? Imagine running your portfolio through 5,000 different possible futures — some great, some terrible, most somewhere in the middle. Monte Carlo does exactly that. It uses the expected return and volatility of each stock to randomly simulate thousands of possible price paths. The result: a realistic distribution of where your portfolio could end up.
5th Percentile
—
Worst 5% of outcomes
25th Percentile
—
Below average case
Median
—
Most likely outcome
75th Percentile
—
Above average case
95th Percentile
—
Best 5% of outcomes
Portfolio value distribution at end of horizon ($)
Probability fan — selected simulation paths
Correlation Heatmap
What is correlation? It measures how two stocks move together. A score of +1.0 means they move in perfect sync — when one goes up, so does the other. A score of -1.0 means they move in opposite directions. A score near 0 means they're unrelated. You want low or negative correlations — that's diversification. If all your stocks are correlated, a crash hits everything at once.
Efficient Frontier
What is the Efficient Frontier? It's the set of optimal portfolios that give you the maximum possible return for a given level of risk. Any portfolio below the curve is suboptimal — you're taking on risk without being rewarded for it. Your current portfolio is plotted as a dot. If it's on or near the curve, you've built it well. If it's far below, you can either reduce risk or improve return by rebalancing.