Sourcetable’s risk management tools help you quantify, stress-test, and mitigate investment risk.Documentation Index
Fetch the complete documentation index at: https://sourcetable.com/docs/llms.txt
Use this file to discover all available pages before exploring further.
Risk manager
The risk manager calculates key risk metrics for your portfolio:- Value at Risk (VaR) — the maximum expected loss at a given confidence level
- Conditional VaR (CVaR) — expected loss beyond the VaR threshold
- Maximum drawdown — the largest peak-to-trough decline
- Beta — portfolio sensitivity to market movements
- Tracking error — deviation from benchmark performance
Stress tester
Test your portfolio against historical crisis scenarios:| Scenario | Period | Key characteristics |
|---|---|---|
| 2008 Financial Crisis | 2007-2009 | Credit crisis, bank failures, market crash |
| 2020 COVID Crash | Feb-Mar 2020 | Pandemic shock, liquidity crisis |
| 2000 Dot-Com Bust | 2000-2002 | Tech bubble burst, prolonged bear market |
| 1987 Black Monday | Oct 1987 | Single-day market crash |
Monte Carlo simulator
Run Monte Carlo simulations to model the range of possible portfolio outcomes:- Generate thousands of simulated return paths
- Assess the probability of achieving your return targets
- Visualize the distribution of potential outcomes
- Calculate confidence intervals for future portfolio value
Using risk management
Ask the AI:- “What’s the 95% VaR for my portfolio over a 30-day horizon?”
- “Stress test my holdings against the 2008 financial crisis”
- “Run a Monte Carlo simulation with 10,000 paths for the next 5 years”
- “What’s my portfolio’s maximum drawdown over the last 3 years?”
- “How would my portfolio perform if interest rates rise 200 basis points?”