Portfolio risk dashboard
| Metric | Value |
|---|---|
| Annual return | 22.22% |
| Annual volatility | 20.02% |
| Sharpe ratio | 1.01 |
| Max drawdown | -30.44% |
| Historical VaR (95%) | 1.89% |
| Historical CVaR (95%) | 3.00% |
| Parametric VaR (95%) | 1.99% |
VaR and CVaR are one-day figures at the stated confidence, reported as positive losses. Volatility figures are annualized.