Portfolio Risk Dashboard

Comprehensive Portfolio Risk Assessment

Analysis: February 03, 2026 at 16:10

Portfolio Risk Metrics

Distance to Risk-off
-6.83%
USD at Risk (if FBIS Breached)
$2,163,386

SATID Risk Scores

1 Week Horizon

13.4
MINIMAL RISK
Weighted average of individual ETF scores

1 Month Horizon

46.1
LOW RISK
Adjusted for 1-month volatility (√4.33 weeks)

Risk Level Interpretation & Action Guidelines

CRITICAL (90-100)

0-0.4σ from support. At or touching support - regime change likely. Switch to full SATID mode - actively reduce/exit positions.

HIGH (75-89)

0.4-1.0σ from support. Within one standard deviation - one typical move breaches support. High alert - prepare action plan.

MODERATE (50-74)

1.0-2.0σ from support. Need 1-2 standard moves to breach. Monitor closely, consider hybrid MPT/SATID approach.

LOW (25-49)

2.0-3.0σ from support. Comfortable distance from support. Normal MPT management with enhanced monitoring.

MINIMAL (0-24)

Beyond 3.0σ from support. Very far from support. Full MPT mode - manage according to benchmark and allocations.