Risk Budget: loss floor per portfolio and per portfolio group

What is new

The Risk Budget now applies per portfolio and per portfolio group. Each portfolio has its own loss floor. A group has a second, separate limit and is valued as if its portfolios were a single one. The limit of a portfolio or of another group can be taken over and then changed separately. The page shows the status per portfolio and per group.

If the status of several portfolios or groups changes at the same check, one warning email with a list goes out instead of several emails. Groups appear in it as "Name (Group)".

The new Try it out section calculates, for one portfolio or one group, how volatility, utilisation and room shift when existing positions are changed as a calculation. The portfolio value stays the same. It is a calculation with today's data, and nothing is saved. A link continues the calculation in the simulator.

What this means for you

With several portfolios, the limit is visible where the money sits, and for the group as a whole as well. The warning email shows everything at once. The Risk Budget is part of Pro, and so are portfolio groups. On the Free plan the page shows a preview.

Where to find it

The page is called Risk Budget and sits in the sidebar. The portfolio or group is picked at the top of the page, and Try it out is a section of its own. The warning email belongs to the portfolio alerts and can be switched on and off in the account in the Notifications section.