Advanced Analytics

Advanced Portfolio Analytics

Comprehensive portfolio analysis with risk decomposition, sector allocation, performance attribution, and correlation matrices

SDK Feature #27
Multi-Dimensional
SDK #27 ✓

Total Portfolio Value

$125,480.00

Across 8 positions

Total P&L

+$9,250.00

+7.9% return

Risk Score

6.8/10

Moderate-High

Sharpe Ratio

1.84

Risk-adjusted

Risk Factor Contribution

Portfolio risk breakdown by factor

Risk Profile Radar

Multi-dimensional risk assessment

Risk Factor Details

Comprehensive risk metrics and correlations

Market Risk

42.3%
Variance
0.0234
Correlation
0.85
Contribution
42.3%

Liquidity Risk

18.7%
Variance
0.0089
Correlation
0.62
Contribution
18.7%

Impermanent Loss

15.2%
Variance
0.0067
Correlation
0.54
Contribution
15.2%

Smart Contract

8.9%
Variance
0.0032
Correlation
0.28
Contribution
8.9%

Oracle Risk

7.4%
Variance
0.0021
Correlation
0.41
Contribution
7.4%

Counterparty Risk

4.8%
Variance
0.0015
Correlation
0.33
Contribution
4.8%

Operational Risk

2.7%
Variance
0.0008
Correlation
0.19
Contribution
2.7%

Advanced Analytics Features

Risk Decomposition: Multi-factor risk analysis with variance and correlation metrics
Sector Allocation: Comprehensive sector analysis with P&L tracking and position counts
Performance Attribution: Alpha/beta analysis with contribution decomposition
Correlation Matrix: Cross-asset correlation analysis for diversification optimization
Real-Time Updates: Live portfolio analytics with automatic recalculation