obai-portfolio

Use the effective exposure tool, which parses your positions, expands each ETF into its underlying stocks, and sums direct plus via-ETF exposure per stock. It also flags concentration risks such as a single stock above 25% or the top three holdings above 60%.

The risk analysis tool computes volatility, Sharpe ratio, Sortino ratio, beta, R-squared, max drawdown, VaR at 95%, Calmar ratio, and total or annualized return. It uses your held tickers against a configurable benchmark, defaulting to SPY over 252 trading days.

Positions can be stated as percentages (AAPL 40%), decimals (0.40), dollar amounts ($50,000), or share counts (100 shares), separated by commas, semicolons, newlines, or colons. Risk and allocation analysis require one consistent format across all positions.

Risk metrics use the held instruments you actually own, while allocation uses look-through exposure that expands ETFs into underlying stocks. They answer different questions: risk measures historical behavior of your tickers, allocation shows where your money is actually invested.

Mixing formats like "40% AAPL, 100 shares MSFT" is ambiguous without a total portfolio value, so the tool returns an error. Restate all positions in one consistent format, such as all percentages or all dollar amounts.

Yes, the Treasury rates tool returns current US Treasury yields across all maturities from 1-month to 30-year. The 3-month rate is commonly used as the risk-free rate in Sharpe ratio and other calculations.