Daily Drawdown
WATCHLimit: 2.5%
74% used
Alert at 2.5% · Halt at 5%
Portfolio Heat
WATCHLimit: 80%
85% used
68.2% of max risk budget
Single Stock Max
WATCHLimit: 20%
91% used
RELIANCE at 18.2% weight
Sector Limit (Banking)
ALERTLimit: 35%
96% used
96% of Banking sector limit
Leverage Ratio
SAFELimit: 3x
33% used
No leverage currently
Portfolio VaR (1D)
SAFELimit: 2%
56% used
95% confidence, 1-day VaR
Combined Banking exposure at 33.6% vs 35% limit. One additional HDFCBANK/ICICIBANK buy will breach limit.
Portfolio Heat Map
Position-level risk weight · Color = risk intensity
RELIANCE
Energy
HDFCBANK
Banking
INFY
IT
ICICIBANK
Banking
BAJFINANCE
NBFC
WIPRO
IT
AXISBANK
Banking
TATAMOTORS
Auto
SUNPHARMA
Pharma
| Rule | Type | Current | Limit | Utilization | Status | Last Triggered |
|---|---|---|---|---|---|---|
Daily Drawdown Halt DRAWDOWN_RULE_01 | Hard Limit | 1.84% | 5.00% | 37% | Safe | Never |
Daily Drawdown Warning DRAWDOWN_RULE_02 | Alert | 1.84% | 2.50% | 74% | Watch | 14:52 today |
Banking Sector Cap SECTOR_LIMIT_RULE_01 | Hard Limit | 33.6% | 35.0% | 96% | Watch | 15:28 today |
IT Sector Cap SECTOR_LIMIT_RULE_02 | Hard Limit | 23.9% | 30.0% | 80% | Watch | 13:10 today |
Single Stock Max Weight STOCK_CONC_RULE_01 | Hard Limit | 18.2% | 20.0% | 91% | Watch | 10:30 today |
1-Day VaR (95%) VAR_RULE_01 | Soft Limit | 1.12% | 2.00% | 56% | Safe | 27 May |
Max Portfolio Leverage LEVERAGE_RULE_01 | Hard Limit | 1.0x | 3.0x | 33% | Safe | Never |
Portfolio Heat Monitor HEAT_RULE_01 | Alert | 68.2% | 80.0% | 85% | Watch | 15:10 today |
Min Stop Loss Distance STOP_DISTANCE_RULE_01 | Soft Limit | OK | 1.5% | 0% | Safe | 11:22 today |
OMS Order Retry Limit OMS_RETRY_RULE_01 | Hard Limit | 0 active | 3 retries | 0% | Safe | 10:15 today |