Portfolio & Risk Management

2 Risk Warnings

Loading... · NAV: $416,200 · Margin Used: $284,000 / $500,000

Value at Risk (95%)

$8,420

1-day VaR estimate

2.02% of NAV
Portfolio Beta

0.84

vs S&P 500

Low systematic risk
Current Drawdown

-8.4%

from peak $454,320

⚠ Limit: -10%
Margin Utilization

56.8%

$284K of $500K

⚠ Soft limit: 60%
Gross Exposure

$284K

68.2% of NAV

Long: $248K / Short: $36K

Open Positions(12)

Market Value

$390.5k

Unrealized P&L

+$5,922

Ticker
NameSide
Qty
Avg Cost
Price
Mkt Value
Unr. P&L
% NAV
SectorStrategy
Beta
Stop
Actions
NVDANVIDIA CorpLONG120$892.40$931.20$111.7k+$4,656(+4.35%)
26.8%
TechnologyMomentumBreakout1.84$860.00
HDHome Depot IncLONG65$342.80$358.40$23.3k+$1,014(+4.55%)
5.6%
Consumer Disc.MomentumBreakout1.04$328.00
LLYEli Lilly and CoLONG28$784.20$812.60$22.8k+$795(+3.62%)
5.5%
HealthcareMomentumBreakout0.58$750.00
AAPLApple IncLONG200$188.60$191.80$38.4k+$640(+1.7%)
9.2%
TechnologyMomentumBreakout1.21$182.00
MSFTMicrosoft CorpLONG85$415.20$421.50$35.8k+$535(+1.52%)
8.6%
TechnologyMomentumBreakout1.12$400.00
AMZNAmazon.com IncLONG95$184.40$188.90$17.9k+$427(+2.44%)
4.3%
Consumer Disc.MeanRevert QQQ1.28$178.00
JPMJPMorgan ChaseSHORT110$198.40$195.10$21.5k+$363(+1.66%)
5.2%
FinancialsPairTrade1.08$204.00
UNHUnitedHealth GroupLONG45$528.60$521.20$23.5k$-333(-1.4%)
5.6%
HealthcarePairTrade0.62$510.00
GSGoldman SachsLONG55$448.60$441.20$24.3k$-407(-1.65%)
5.8%
FinancialsMeanRevert QQQ1.32$430.00
CVXChevron CorpLONG140$158.40$155.20$21.7k$-448(-2.02%)
5.2%
EnergyMomentumBreakout0.82$148.00
XOMExxon Mobil CorpLONG180$112.30$109.80$19.8k$-450(-2.23%)
4.7%
EnergyMomentumBreakout0.74$106.00
METAMeta PlatformsLONG60$512.80$498.30$29.9k$-870(-2.83%)
7.2%
TechnologyMeanRevert QQQ1.43$490.00

Sector Concentration

Technology
34.2%/ 30% limit$142.4k
Consumer Disc.
18.6%/ 25% limit$77.4k
Healthcare
14.3%/ 20% limit$59.5k
Financials
12.1%/ 20% limit$50.3k
Industrials
9.8%/ 20% limit$40.8k
Energy
7.4%/ 15% limit$30.8k
Cash
3.6%$15.0k
Within limitOver limitLimit marker

Risk Limit Usage

Max Drawdown
8.4%/ 10%
084.0% used10%
Margin Utilization
56.8%/ 80%
071.0% used80%
Gross Exposure
68.2% NAV/ 90% NAV
075.8% used90% NAV
Daily VaR
2.02% NAV/ 3% NAV
067.3% used3% NAV

Status

Within limits: Margin, Exposure, VaR
Approaching limit: Max Drawdown (-8.4% of -10%)