Results
Expected Return
+95.84%
Volatility
20.85%
Sharpe
4.42
VaR 95%
-12.07%
CVaR 95%
-17.48%
Div. Ratio
1.403
Stress Tests — All 20 scenario returns sorted worst→best. Red = loss, green = gain.
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Drawdown — Peak-to-trough loss over the full price history for each asset.
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Explainability — SHAP values show which macro factors drive each asset's returns.
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Narrative — Plain-English AI analysis of your portfolio's risk profile.
Stressed Returns — All Scenarios
20 Scenarios
Scenario Table
| Scenario | Return |
|---|---|
| Inflation Spike 22 |
-42.24%
|
| Regime Crisis |
-38.00%
|
| Euro Crisis |
-32.80%
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| Covid Crash |
-2.75%
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| Usd Dollar Squeeze |
-0.27%
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| Rates Up 100bps |
-0.16%
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| Baseline |
+0.00%
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| Vix Spike 10pt |
+0.11%
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| Hawkish Policy Shock |
+0.12%
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| Credit Spread Widening 200bps |
+0.16%
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| Inflation Up 100bps |
+0.27%
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| Disinflation Growth Scare |
+0.27%
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| Systemic Crisis |
+0.99%
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| Stagflation Regime |
+1.14%
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| Gfc Peak |
+4.88%
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| Gfc Recovery |
+8.08%
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| Covid Recovery |
+106.31%
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| Regime Credit Stress |
+158.40%
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| Regime Inflation Stress |
+243.43%
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| Regime Calm |
+411.89%
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Worst Scenario: Inflation Spike 22
-42.24%
| Asset | Weight | Scenario Return | Contribution |
|---|---|---|---|
| SPX | 0.0% | -21.59% | -0.000% |
| NDX | 0.0% | -35.87% | -0.000% |
| GOLD | 53.5% | -1.10% | -0.587% |
Historical Drawdown by Asset
Full History
Portfolio Factor Exposures
Weighted SHAP
Asset Top Drivers
Mean |SHAP|
SHAP data not available. Run Phase 8.
AI Risk Narrative
Live
Generate narrative for custom weights
S&P 500
0%
Nasdaq 100
0%
Gold
54%
Bitcoin
46%
Sum:
100.0%