Risk Scoring
Understand what truly drives your portfolio's risk.
Our multi-factor decomposition breaks down your portfolio into its underlying exposures: market beta, size, value, momentum, quality, and more. Instead of a single risk number, you see exactly where your risk comes from.
- Fama-French 5-factor decomposition
- Regime-aware beta estimation
- Concentration and sector analysis
- Rolling exposure tracking
Lab Mode
Experiment with allocations before committing capital.
Adjust weights, add positions, and see how changes affect your factor exposures and risk metrics in real time. Data-driven suggestions help improve your Sharpe ratio while respecting your constraints.
- Real-time rebalancing simulation
- Factor exposure optimization
- Risk-return trade-off analysis
- Concentration risk warnings
Guard Mode
See how your portfolio behaves when markets turn.
Run your portfolio through historical crises and hypothetical scenarios. Monte Carlo simulations estimate drawdowns, VaR, and recovery timelines under stress conditions calibrated to your specific factor exposures.
- Historical scenarios (COVID, 2022 rates, SVB)
- Custom hypothetical shocks
- Monte Carlo simulation engine
- Regime-conditional projections
EMMA
Early Market Monitor Agent. Know before the market moves.
EMMA continuously monitors macro stress indicators calibrated to your portfolio's specific exposures. When conditions shift, you get alerts tailored to your holdings—not generic market warnings.
- Portfolio-specific stress indicators
- Regime probability estimation
- ROC-calibrated alert thresholds
- Historical stress event validation
Credit spreads widening. Portfolio exposure: 23%
Watson
Automated portfolio reports, delivered when you need them.
Watson generates PDF reports summarizing your portfolio's risk profile, current stress levels, and actionable insights. Schedule weekly reports or generate on demand.
- Automated PDF generation
- Risk score summaries
- Macro environment overview
- Scheduled or on-demand delivery