Research · Beta
Risk Dashboard
Annualised volatility, max drawdown, and class-level risk concentration. All inline SVG; no client-side JS.
Realised risk (since inception)
base
annualised vol 8.33%
max drawdown -6.34%
sample 124 d
bull
annualised vol 10.98%
max drawdown -8.30%
sample 124 d
bear
annualised vol 6.42%
max drawdown -4.62%
sample 124 d
Targets: Base ≤ 8% · Bull ≤ 12% · Bear ≤ 6% (whitepaper §2)
Class concentration (latest rebalance)
base
A-shares 18% HK Equities 8% US Equities 15% CN Rates 20% US Treasuries 7% CN Credit 10% Commodities / Gold 12% Cash 10%
bull
A-shares 26% HK Equities 10% US Equities 21% CN Rates 10% US Treasuries 5% CN Credit 5% Commodities / Gold 15% Cash 8%
bear
A-shares 8% HK Equities 4% US Equities 7% CN Rates 30% US Treasuries 10% CN Credit 10% Commodities / Gold 13% Cash 18%
v1 limitation
Class concentration is shown as raw weight rather than risk contribution (vol × weight × correlation). The vol-adjusted version requires the full covariance matrix and ships in v2 alongside risk-parity baseline. Until then, "20% gold" reads as "20% capital in gold" not "20% risk in gold".
Coming in v2 (2026-08-31)
- Rolling 60d / 252d volatility curve (inline SVG)
- Asset-by-asset correlation heatmap (10×10)
- Vol-adjusted risk contribution donut chart
- 95% / 99% historical 1-day VaR