PortfolioRisk

Risk analytics for a portfolio computed by Aladdin's risk engine

FinancialInvestment ManagementPortfolio AnalyticsRisk ManagementAsset ManagementBlackRockData Cloud

Properties

Name	Type	Description
portfolioId	string	Portfolio identifier
asOfDate	string	Risk calculation date
trackingError	number	Annualized tracking error vs benchmark
var95	number	95% Value at Risk (1-day)
beta	number	Portfolio beta vs benchmark
volatility	number	Annualized portfolio volatility
factorExposures	array	Factor exposure breakdown
riskModel	string	Risk model used for calculation

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://raw.githubusercontent.com/api-evangelist/aladdin-studio/refs/heads/main/json-schema/aladdin-studio-graph-portfolio-risk-schema.json",
  "title": "PortfolioRisk",
  "description": "Risk analytics for a portfolio computed by Aladdin's risk engine",
  "type": "object",
  "properties": {
    "portfolioId": {
      "type": "string",
      "description": "Portfolio identifier",
      "example": "PF-123456"
    },
    "asOfDate": {
      "type": "string",
      "format": "date",
      "description": "Risk calculation date",
      "example": "2026-04-19"
    },
    "trackingError": {
      "type": "number",
      "description": "Annualized tracking error vs benchmark",
      "example": 0.0342
    },
    "var95": {
      "type": "number",
      "description": "95% Value at Risk (1-day)",
      "example": -0.0285
    },
    "beta": {
      "type": "number",
      "description": "Portfolio beta vs benchmark",
      "example": 1.02
    },
    "volatility": {
      "type": "number",
      "description": "Annualized portfolio volatility",
      "example": 0.152
    },
    "factorExposures": {
      "type": "array",
      "description": "Factor exposure breakdown",
      "items": {
        "$ref": "#/components/schemas/FactorExposure"
      }
    },
    "riskModel": {
      "type": "string",
      "description": "Risk model used for calculation",
      "example": "AXUS4"
    }
  }
}