Aladdin Studio · Schema

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