Risk Cockpit
Portfolio risk summary · as of 6 May 2026
Total AUM
$487.3M
USD reporting currency
Weekly P&L
+$2.1M
trending_up +0.43%
VaR 95% (1-day)
$4.2M
0.86% of AUM
Cash Runway
14
months
Portfolio Composition
US Equity
41%
$199.8M
Fixed Income
22%
$107.2M
Private Equity
18%
$87.7M
Real Estate
11%
$53.6M
Other / Cash
8%
$39.0M
Risk Register
2 priority| Dimension | Headline | Reasoning | |
|---|---|---|---|
| Concentration | US equity overweight | 41% in US equities exceeds 35% target band | |
| Liquidity | PE capital calls due | $6.2M due within 30 days across 2 funds | |
| Market | Rate sensitivity elevated | Duration of 5.8yr on fixed income in rising rate env. | |
| FX | EUR/USD exposure unhedged | 12% EUR exposure with no hedge in place | |
| Correlation | Equity–credit correlation rising | 30-day correlation at 0.68, above 0.5 threshold |
Value at Risk
252-day lookbackVaR 95% · 1d
$4.2M
0.86% of AUM
VaR 99% · 1d
$6.8M
1.40% of AUM
Max Drawdown 1yr
−8.4%
$40.9M peak-to-trough
Worst Day
Aug 5
−$9.1M (2024)
Stress Tests
Historical scenarios2020 COVID Drawdown
Feb–Mar 2020 · 33-day event
−$68.4M
−14.0% of AUM
2022 Rate Shock
Jan–Oct 2022 · 60/40 stress
−$54.1M
−11.1% of AUM
2008 Global Financial Crisis
Sep 2008–Mar 2009
−$141.3M
−29.0% of AUM
Scenario basis
Impacts applied to current portfolio positions using historical factor returns. PE and real estate estimated via listed proxies.