This tool uses sample data for educational purposes only. Not intended as investment advice. Always verify current data from official sources before making any investment decisions.
You can input your own portfolio data in the fields below to analyze specific risk scenarios.
Portfolio Risk Model Inputs
Portfolio Parameters
Asset Allocation
Risk Parameters
Risk Assessment
Comprehensive risk profile analysis
Very High Risk
Executive Summary - Risk Management Analysis
$3.0M
95% VaR
$4.1M
95% CVaR
0.28
Sharpe Ratio
$4.5M
Max Drawdown
Risk Metrics Dashboard
Value at Risk (VaR)
95% VaR$3.0M
99% VaR$4.2M
VaR as % of Portfolio29.6%
Risk LevelVery High
Risk-Adjusted Returns
Sharpe Ratio0.28
Sortino Ratio0.42
Beta1.20
Correlation65.0%
Downside Risk
Maximum Drawdown$4.5M
Downside Deviation12.0%
95% CVaR$4.1M
99% CVaR$5.9M
Portfolio Composition
Aircraft Financing40.0%
Equity Investments35.0%
Fixed Income15.0%
Cash Reserves10.0%
Stress Testing Analysis
| Scenario | Description | Impact | Probability | Expected Loss |
|---|---|---|---|---|
| Fuel Price Spike | 50% increase in jet fuel prices | -15.0% | 5.0% | $-75K |
| Economic Recession | Global economic downturn affecting travel demand | -25.0% | 8.0% | $-200K |
| Regulatory Changes | New environmental regulations increasing costs | -10.0% | 12.0% | $-120K |
| Geopolitical Tensions | International conflicts affecting routes and demand | -20.0% | 6.0% | $-120K |
| Technology Disruption | New technologies reducing aircraft values | -18.0% | 4.0% | $-72K |
Total Expected Stress Loss$-587K