Aladdin Studio · JSON Structure

Aladdin Studio Graph Portfolio Risk Structure

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

Type: object Properties: 8
FinancialInvestment ManagementPortfolio AnalyticsRisk ManagementAsset ManagementBlackRockData Cloud

PortfolioRisk is a JSON Structure definition published by Aladdin Studio, describing 8 properties. It conforms to the https://json-structure.org/meta/core/v0/# meta-schema.

Properties

portfolioId asOfDate trackingError var95 beta volatility factorExposures riskModel

Meta-schema: https://json-structure.org/meta/core/v0/#

JSON Structure

Raw ↑ 
{
  "$schema": "https://json-structure.org/meta/core/v0/#",
  "$id": "https://raw.githubusercontent.com/api-evangelist/aladdin-studio/refs/heads/main/json-structure/aladdin-studio-graph-portfolio-risk-structure.json",
  "name": "PortfolioRisk",
  "type": "object",
  "description": "Risk analytics for a portfolio computed by Aladdin's risk engine",
  "properties": {
    "portfolioId": {
      "type": "string",
      "description": "Portfolio identifier",
      "example": "PF-123456"
    },
    "asOfDate": {
      "type": "date",
      "description": "Risk calculation date",
      "example": "2026-04-19"
    },
    "trackingError": {
      "type": "double",
      "description": "Annualized tracking error vs benchmark",
      "example": 0.0342
    },
    "var95": {
      "type": "double",
      "description": "95% Value at Risk (1-day)",
      "example": -0.0285
    },
    "beta": {
      "type": "double",
      "description": "Portfolio beta vs benchmark",
      "example": 1.02
    },
    "volatility": {
      "type": "double",
      "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"
    }
  }
}