Risk Management

Monitor and manage your portfolio risk

Risk Management

Monitor and manage your portfolio risk with comprehensive risk metrics and alerts.


Risk Dashboard

Access risk metrics from Risk in the sidebar.

Journal-Specific Analysis

The Risk Dashboard automatically filters by your currently selected journal:

  • A badge at the top shows which journal's data you're analyzing
  • Risk metrics are calculated only from that journal's positions
  • Switch journals from the Journal page to compare risk across portfolios

Tip: Use separate journals for different strategies to get accurate risk analysis for each approach.

Overview Metrics

Metric Description Target
Portfolio Beta Market sensitivity Depends on style
Value at Risk (VaR) Max expected daily loss < 2% of portfolio
Current Drawdown Distance from peak < 10%
Position Concentration Largest position % < 20%

Position Risk

Individual Position Metrics

For each open position:

Metric What It Shows
Position Size % of portfolio
Unrealized P&L Current gain/loss
Distance to Stop % to stop loss
Beta Stock's market correlation
Volatility Recent price volatility

Position Sizing Rules

Recommended limits:

Rule Conservative Moderate Aggressive
Max single position 5% 10% 20%
Max sector exposure 20% 30% 50%
Max correlated positions 3 5 10

Portfolio Risk Metrics

Beta Analysis

Beta Meaning
< 0 Moves opposite to market
0 No market correlation
1 Moves with market
> 1 More volatile than market
> 2 Significantly more volatile

Value at Risk (VaR)

Estimates maximum loss over a time period:

Confidence Interpretation
95% VaR 95% of days, loss won't exceed this
99% VaR 99% of days, loss won't exceed this

Example: 95% Daily VaR of $500 means: - On 95% of days, you won't lose more than $500 - On 5% of days (about once a month), you might

Drawdown Analysis

Metric Description
Current DD How far from portfolio peak
Max DD Largest historical drawdown
Avg DD Average drawdown depth
DD Duration How long in current drawdown

Correlation Analysis

Correlation Matrix

Shows how your positions move relative to each other:

AAPL GOOGL MSFT BND
AAPL 1.00 0.82 0.85 -0.15
GOOGL 0.82 1.00 0.78 -0.12
MSFT 0.85 0.78 1.00 -0.18
BND -0.15 -0.12 -0.18 1.00

Interpretation

Correlation Risk Implication
> 0.7 High - positions move together
0.3 to 0.7 Moderate correlation
-0.3 to 0.3 Low correlation (good diversification)
< -0.3 Negative - natural hedge

Risk Alerts

Setting Risk Alerts

  1. Go to Risk > Alerts
  2. Click Add Alert
  3. Configure trigger:
Alert Type Example Trigger
Drawdown Portfolio drops > 5% from peak
Position Size Any position > 15% of portfolio
VaR Exceeded Daily VaR > $1,000
Correlation Two positions > 0.9 correlation
Beta Portfolio beta > 1.5

Alert Actions

When triggered: - Email notification - In-app alert - Optional: Auto-reduce position


Risk Limits

Setting Limits

Configure maximum acceptable risk:

Limit Setting
Max Daily Loss Stop trading if hit
Max Position Size Won't allow larger
Max Drawdown Alert at threshold
Max Leverage For margin accounts

Enforcement

  • Soft limits: Warning only
  • Hard limits: Prevents action

Scenario Analysis

Stress Testing

See portfolio impact under scenarios:

Scenario Impact
Market -10% Portfolio -12%
Market +10% Portfolio +11%
Sector crash Portfolio -8%
Interest rate hike Portfolio -3%

Custom Scenarios

Create your own: 1. Click New Scenario 2. Set market/sector moves 3. Calculate portfolio impact


Risk Reports

Daily Risk Summary

Automated daily email showing: - Current risk metrics - Any limit breaches - Position changes

Weekly Risk Review

Comprehensive weekly report: - Risk trend analysis - Correlation changes - Recommendations

Configure in Settings > Notifications.


Risk Management Best Practices

The 1% Rule

Never risk more than 1% of your account on a single trade:

Position Size = (Account × 1%) / (Entry - Stop Loss)

Example: - Account: $50,000 - 1% risk: $500 - Entry: $100 - Stop: $95 (5% stop) - Position: $500 / $5 = 100 shares

The 2% Rule

Never have total portfolio risk exceed 2%: - If you have 4 open positions - Each can only risk 0.5%

Diversification Rules

Rule Description
Asset classes Mix stocks, bonds, alternatives
Sectors No more than 30% in one sector
Geographies Include international exposure
Correlations Seek uncorrelated assets

Common Risk Mistakes

Mistake Consequence
No stop losses Unlimited downside
Correlated positions False diversification
Too much size Catastrophic losses possible
Ignoring drawdowns Emotional decisions
Revenge trading Compounding losses

Risk vs Reward

Risk/Reward Ratio

Before every trade, calculate:

R:R = Potential Profit / Potential Loss
R:R Minimum Win Rate Needed
1:1 50% to break even
2:1 33% to break even
3:1 25% to break even

Kelly Criterion

Optimal position sizing based on edge:

Kelly % = (bp - q) / b

Where: - b = odds received (reward/risk) - p = probability of winning - q = probability of losing (1-p)

Most traders use "half Kelly" to be conservative.