Risk Command

$4.82M AUM · Sharpe 1.84 · Max DD -8.4% · VaR 95% 2.8%

Total AUM
$4.82M
+$0.68M YoY+16.4% return YTD
Sharpe Ratio
1.84
+0.52 YoYbenchmark 1.42
Max Drawdown
-8.4%
+6.2pp YoYvs -14.6% prior year
VaR (95%, Daily)
2.8%
-1.8pp YoYvs 4.6% prior year
Monthly Return vs Benchmark
Portfolio outperforms benchmark 7/8 months · +12.3% vs +7.9% YTD
Asset Allocation
US Equities 38.4% · Fixed Income 22.4% · Intl 18.6%
Allocation
6 asset classes · drift vs target · rebalancing signals
Performance
+12.3% YTD · Sharpe 1.84 · alpha +4.4pp vs benchmark
Risk Metrics
VaR 2.8% · drawdown -8.4% · volatility trend