Portfolio Overview
Comprehensive portfolio risk analysis and concentration metrics
Total Entities
700
Across 5 sectors
Portfolio AAL
$12.50M
8.5% vs last period
VaR (95%)
$35.00M
TVaR: $42.00M
Diversification Benefit
15%
Concentration Risk Alert
• Sector: 35% in Financial
• Geography: 62% in North America
• Vendor: 45% dependent on AWS
| Entity | AAL | VaR (95%) | NIRS | Trend | Actions |
|---|---|---|---|---|---|
Acme Financial Corp | $0.85M | $2.10M | 0.72 | 5% | |
Global Health Systems | $0.72M | $1.80M | 0.68 | 8% | |
TechVentures Inc | $0.68M | $1.65M | 0.65 | 3% | |
Retail Chain Ltd | $0.62M | $1.50M | 0.71 | 12% | |
Manufacturing Co | $0.58M | $1.40M | 0.59 | 7% |