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Analyze positions, calculate risk metrics, stress test scenarios, optimize allocations, and generate institutional-grade risk reports — all without external APIs.\n\n---\n\n## 1. Portfolio Intake\n\nWhen the user shares their portfolio (positions, tickers, amounts), structure it into this format:\n\n```yaml\nportfolio:\n  name: \"User Portfolio\"\n  currency: USD\n  as_of: \"2026-02-15\"\n  positions:\n    - ticker: AAPL\n      shares: 50\n      avg_cost: 185.00\n      current_price: 228.50  # Look up via web search\n      asset_class: US_EQUITY\n      sector: Technology\n    - ticker: BTC\n      units: 0.5\n      avg_cost: 42000\n      current_price: 97500\n      asset_class: CRYPTO\n      sector: Digital Assets\n    - ticker: VOO\n      shares: 100\n      avg_cost: 410.00\n      current_price: 535.00\n      asset_class: US_EQUITY_ETF\n      sector: Broad Market\n  cash:\n    amount: 15000\n    currency: USD\n```\n\n### Price Lookup\nFor each position, use web search to find current price:\n- Search: `[TICKER] stock price today`\n- For crypto: `[COIN] price USD today`\n- Record source and timestamp\n\n### Portfolio Summary Table\n\n| Position | Shares | Cost Basis | Current Value | Weight | P&L | P&L % |\n|----------|--------|-----------|---------------|--------|-----|-------|\n| AAPL | 50 | $9,250 | $11,425 | 18.2% | +$2,175 | +23.5% |\n| ... | ... | ... | ... | ... | ... | ... |\n| **TOTAL** | | **$XX,XXX** | **$XX,XXX** | **100%** | **±$X,XXX** | **±X.X%** |\n\n---\n\n## 2. Risk Metrics Calculator\n\nCalculate ALL of the following for every portfolio analysis:\n\n### 2.1 Concentration Risk\n\n```\nPosition Concentration:\n- Any single position >20% of portfolio = HIGH RISK ⚠️\n- Any single position >10% = MODERATE RISK\n- Top 3 positions >50% = CONCENTRATED\n\nSector Concentration:\n- Any sector >30% = OVERWEIGHT\n- Count unique sectors — fewer than 4 = UNDER-DIVERSIFIED\n\nAsset Class Breakdown:\n- Equities: X%\n- Fixed Income: X%\n- Crypto: X%\n- Cash: X%\n- Alternatives: X%\n```\n\n### 2.2 Value at Risk (VaR) — Parametric Method\n\nCalculate the maximum expected loss at given confidence levels:\n\n```\nDaily VaR Calculation:\n1. Look up each position's historical volatility (annualized)\n   - Use web search: \"[TICKER] historical volatility 30 day\"\n   - Typical ranges: Large cap stocks 15-25%, Crypto 50-80%, Bonds 5-10%\n\n2. Convert to daily volatility:\n   Daily Vol = Annual Vol / √252\n\n3. Position VaR (95% confidence):\n   Position VaR = Position Value × Daily Vol × 1.645\n\n4. Position VaR (99% confidence):\n   Position VaR = Position Value × Daily Vol × 2.326\n\n5. Portfolio VaR (simplified — assumes correlation ≈ 0.5 for stocks):\n   Portfolio VaR ≈ √(Σ(Position VaR²) + 2×0.5×Σ(VaR_i × VaR_j))\n\nReport:\n- 1-Day 95% VaR: $X,XXX (X.X% of portfolio)\n- 1-Day 99% VaR: $X,XXX (X.X% of portfolio)\n- 10-Day 95% VaR: $X,XXX (= 1-Day VaR × √10)\n- Monthly 95% VaR: $X,XXX (= 1-Day VaR × √21)\n```\n\n### 2.3 Maximum Drawdown Estimation\n\n```\nBased on asset class historical max drawdowns:\n- US Large Cap: -50% (2008-09), typical correction -20%\n- US Small Cap: -55%, typical correction -25%\n- International Equity: -55%, typical -25%\n- Emerging Markets: -65%, typical -30%\n- Investment Grade Bonds: -15%, typical -5%\n- High Yield Bonds: -30%, typical -10%\n- REITs: -70%, typical -25%\n- Crypto (BTC): -85%, typical -50%\n- Gold: -45%, typical -15%\n- Cash: 0%\n\nPortfolio Max Drawdown Estimate:\n= Σ(Position Weight × Asset Class Max Drawdown)\n\nReport:\n- Estimated worst-case drawdown: -$XX,XXX (XX.X%)\n- Estimated typical correction: -$XX,XXX (XX.X%)\n- Recovery time estimate: X-X months (based on historical averages)\n```\n\n### 2.4 Beta & Market Sensitivity\n\n```\nFor each equity position:\n- Look up beta via web search: \"[TICKER] beta\"\n- Portfolio Beta = Σ(Position Weight × Position Beta)\n\nInterpretation:\n- Beta > 1.2: Portfolio is AGGRESSIVE (amplifies market moves)\n- Beta 0.8-1.2: Portfolio is NEUTRAL\n- Beta < 0.8: Portfolio is DEFENSIVE\n- Negative beta positions: HEDGE value\n\nMarket Impact:\n- If S&P 500 drops 10%, portfolio expected to move: Beta × -10%\n```\n\n### 2.5 Sharpe Ratio Estimation\n\n```\nPortfolio Expected Return = Σ(Weight × Expected Return)\nWhere Expected Return by asset class:\n- US Large Cap: 8-10% annually\n- US Small Cap: 9-11%\n- International Developed: 6-8%\n- Emerging Markets: 8-12%\n- Investment Grade Bonds: 4-5%\n- High Yield: 6-7%\n- Crypto: highly variable (use 0% for conservative estimate)\n- REITs: 7-9%\n- Cash: current money market rate (~4.5%)\n\nRisk-Free Rate: current 3-month T-bill rate (search if needed)\n\nSharpe Ratio = (Portfolio Expected Return - Risk-Free Rate) / Portfolio Volatility\n\nRating:\n- > 1.0: EXCELLENT risk-adjusted returns\n- 0.5-1.0: GOOD\n- 0-0.5: MEDIOCRE — consider rebalancing\n- < 0: POOR — return doesn't justify risk\n```\n\n### 2.6 Income Analysis\n\n```\nFor dividend-paying positions:\n- Look up dividend yield: \"[TICKER] dividend yield\"\n- Annual Income = Shares × Annual Dividend per Share\n- Portfolio Yield = Total Annual Dividends / Portfolio Value\n\nReport:\n- Monthly estimated income: $XXX\n- Annual estimated income: $X,XXX\n- Yield on cost: X.X%\n- Current yield: X.X%\n```\n\n---\n\n## 3. Stress Testing\n\nRun these scenarios against the portfolio and report impact:\n\n### 3.1 Standard Scenarios\n\n```yaml\nscenarios:\n  market_crash_2008:\n    name: \"2008 Financial Crisis\"\n    impacts:\n      US_EQUITY: -0.50\n      INTL_EQUITY: -0.55\n      EMERGING: -0.60\n      BONDS: +0.05\n      HIGH_YIELD: -0.30\n      REITS: -0.70\n      CRYPTO: -0.80  # projected based on risk profile\n      GOLD: +0.10\n      CASH: 0\n\n  covid_crash_2020:\n    name: \"COVID-19 Crash (Feb-Mar 2020)\"\n    impacts:\n      US_EQUITY: -0.34\n      INTL_EQUITY: -0.35\n      EMERGING: -0.35\n      BONDS: +0.03\n      HIGH_YIELD: -0.20\n      REITS: -0.40\n      CRYPTO: -0.50\n      GOLD: -0.05\n      CASH: 0\n\n  dot_com_2000:\n    name: \"Dot-Com Bust (2000-2002)\"\n    impacts:\n      US_EQUITY: -0.45\n      TECH: -0.75  # Apply to technology sector specifically\n      INTL_EQUITY: -0.40\n      BONDS: +0.15\n      CASH: 0\n\n  rate_hike_shock:\n    name: \"Rapid Rate Hike (+300bps)\"\n    impacts:\n      US_EQUITY: -0.15\n      BONDS: -0.15\n      HIGH_YIELD: -0.10\n      REITS: -0.25\n      CRYPTO: -0.20\n      GOLD: -0.10\n      CASH: +0.01  # higher yields\n\n  inflation_surge:\n    name: \"Stagflation (persistent 8%+ inflation)\"\n    impacts:\n      US_EQUITY: -0.20\n      BONDS: -0.20\n      CRYPTO: -0.10  # debatable hedge\n      GOLD: +0.15\n      REITS: -0.05\n      COMMODITIES: +0.20\n      CASH: -0.03  # real value erosion\n\n  crypto_winter:\n    name: \"Crypto Winter (80% drawdown)\"\n    impacts:\n      CRYPTO: -0.80\n      US_EQUITY: -0.05  # minor contagion\n```\n\n### 3.2 Stress Test Report Format\n\nFor each scenario:\n```\n📉 SCENARIO: [Name]\n\n| Position | Current Value | Stressed Value | Loss |\n|----------|--------------|----------------|------|\n| AAPL     | $11,425      | $5,713         | -$5,712 |\n| ...      | ...          | ...            | ...  |\n| TOTAL    | $XX,XXX      | $XX,XXX        | -$XX,XXX (-XX.X%) |\n\nCould you survive this? [YES/NO based on cash reserves and income needs]\nRecovery estimate: X-X months\n```\n\n### 3.3 Custom Scenario Builder\n\nIf user describes a specific worry, build a custom scenario:\n```\nUser: \"What if tech crashes 40% but bonds rally?\"\n→ Build custom impact map, apply to portfolio, report results\n```\n\n---\n\n## 4. Portfolio Optimization\n\n### 4.1 Current Allocation Assessment\n\n```\nCompare current allocation to standard models:\n\nAGGRESSIVE (Age <35, high risk tolerance):\n  Equities: 80-90%, Bonds: 5-10%, Alternatives: 5-10%, Cash: 2-5%\n\nGROWTH (Age 35-50):\n  Equities: 60-75%, Bonds: 15-25%, Alternatives: 5-10%, Cash: 5%\n\nBALANCED (Age 50-60):\n  Equities: 40-60%, Bonds: 30-40%, Alternatives: 5-10%, Cash: 5-10%\n\nCONSERVATIVE (Age 60+, income focus):\n  Equities: 20-40%, Bonds: 40-50%, Alternatives: 5%, Cash: 10-20%\n\nCurrent allocation matches: [MODEL] profile\nRecommended adjustments: [specific moves]\n```\n\n### 4.2 Risk Parity Analysis\n\n```\nRisk Parity Target: Each asset class contributes EQUAL risk to portfolio\n\nSteps:\n1. Calculate each position's risk contribution:\n   Risk Contribution = Weight × Volatility × Correlation_with_portfolio\n\n2. For equal risk contribution:\n   Target Weight_i = (1/Vol_i) / Σ(1/Vol_j)\n\n3. Report:\n   Current vs Risk-Parity weights\n   Trades needed to rebalance\n   Expected impact on Sharpe Ratio\n```\n\n### 4.3 Rebalancing Recommendations\n\n```\nCheck rebalancing triggers:\n- Any position drifted >5% from target? → REBALANCE\n- Any asset class drifted >10% from target? → REBALANCE\n- Last rebalance >6 months ago? → REVIEW\n\nRebalancing Method:\n1. Calculate target weights\n2. Calculate current weights\n3. Determine trades needed (minimize transactions)\n4. Tax-lot optimization: sell highest-cost lots first (minimize tax)\n5. Consider wash sale rules if harvesting losses\n\nOutput trade list:\n| Action | Ticker | Shares | Est. Value | Reason |\n|--------|--------|--------|-----------|--------|\n| SELL   | AAPL   | 15     | $3,428    | Overweight tech |\n| BUY    | BND    | 25     | $1,850    | Underweight bonds |\n```\n\n### 4.4 Correlation Analysis\n\n```\nAssess diversification quality:\n\nHIGH correlation pairs (>0.7) — these DON'T diversify each other:\n- Tech stocks with each other\n- US equity ETFs with each other\n- High yield bonds with equities\n\nLOW correlation pairs (<0.3) — TRUE diversifiers:\n- Stocks vs Treasury bonds\n- US vs Gold\n- Equities vs Managed Futures\n\nNEGATIVE correlation — HEDGES:\n- Long equity + Put options\n- Stocks + VIX products\n- Growth + Value in some regimes\n\nGrade portfolio diversification: A/B/C/D/F\n```\n\n---\n\n## 5. Risk Score Card (0-100)\n\nGenerate a single risk score:\n\n```yaml\nrisk_scorecard:\n  concentration_risk:\n    weight: 20\n    score: X  # 100 = well diversified, 0 = single stock\n    details: \"Top position is X%, X sectors represented\"\n\n  volatility_risk:\n    weight: 20\n    score: X  # 100 = low vol, 0 = extremely volatile\n    details: \"Portfolio annualized vol: X%\"\n\n  drawdown_risk:\n    weight: 20\n    score: X  # 100 = minimal drawdown exposure, 0 = could lose 50%+\n    details: \"Max estimated drawdown: X%\"\n\n  liquidity_risk:\n    weight: 15\n    score: X  # 100 = all highly liquid, 0 = illiquid positions\n    details: \"X% in liquid large-cap, X% in illiquid\"\n\n  income_resilience:\n    weight: 10\n    score: X  # 100 = strong income, 0 = no yield\n    details: \"Portfolio yield: X%, X% from reliable dividend payers\"\n\n  market_sensitivity:\n    weight: 15\n    score: X  # 100 = low beta/defensive, 0 = highly aggressive\n    details: \"Portfolio beta: X.XX\"\n\n  overall_score: X/100\n  rating: \"[CONSERVATIVE|MODERATE|AGGRESSIVE|SPECULATIVE]\"\n  recommendation: \"[Key action item]\"\n```\n\n### Score Interpretation\n- 80-100: FORTRESS — Well-protected, may be too conservative for growth\n- 60-79: SOLID — Good risk management, minor improvements possible\n- 40-59: MODERATE — Reasonable but has notable risk exposures\n- 20-39: ELEVATED — Significant vulnerabilities, rebalancing recommended\n- 0-19: DANGER ZONE — Extreme concentration or volatility, urgent action needed\n\n---\n\n## 6. Monitoring & Alerts\n\n### Daily Check Template (for cron/heartbeat use)\n\n```\nFor each portfolio position:\n1. Check price vs previous close (web search)\n2. Flag if any position moved >3% in a day\n3. Flag if any position hit stop-loss level\n4. Check for earnings/events in next 7 days\n\nAlert Thresholds:\n- Single position -5% in a day → ALERT\n- Portfolio -3% in a day → ALERT\n- Position hits 52-week low → WATCH\n- VIX > 25 → ELEVATED CAUTION\n- VIX > 35 → HIGH ALERT — review hedges\n```\n\n### Weekly Review Template\n\n```markdown\n## Portfolio Weekly Review — [Date]\n\n### Performance\n- Portfolio value: $XX,XXX (±X.X% week)\n- Best performer: [TICKER] +X.X%\n- Worst performer: [TICKER] -X.X%\n- vs S&P 500: [outperformed/underperformed] by X.X%\n\n### Risk Changes\n- VaR change: $X,XXX → $X,XXX\n- Any new concentration issues? [Y/N]\n- Rebalancing needed? [Y/N]\n\n### Upcoming Events\n- Earnings: [tickers and dates]\n- Ex-dividend dates: [tickers and dates]\n- Fed/macro events: [list]\n\n### Action Items\n1. [Specific recommendation]\n2. [Specific recommendation]\n```\n\n---\n\n## 7. Tax-Loss Harvesting Scanner\n\n```\nFor each position with unrealized losses:\n1. Calculate unrealized loss: (Current Price - Avg Cost) × Shares\n2. Check if loss >$500 (worth harvesting)\n3. Identify tax-efficient replacement:\n   - Same sector ETF (avoids wash sale)\n   - Similar factor exposure\n   - Hold replacement 31+ days before switching back\n\nReport:\n| Ticker | Unrealized Loss | Replacement | Wash Sale Clear Date |\n|--------|----------------|-------------|---------------------|\n| XYZ    | -$2,500        | Similar ETF | [date + 31 days]   |\n\nEstimated tax savings: $X,XXX (at X% marginal rate)\n```\n\n---\n\n## 8. Special Asset Classes\n\n### Crypto Portfolio Risk\n\nAdditional crypto-specific metrics:\n- Bitcoin dominance correlation\n- Exchange risk (centralized vs self-custody)\n- Protocol risk for DeFi positions\n- Stablecoin exposure and depeg risk\n- Tax implications of staking/yield\n\n### Real Estate (REITs/Property)\n\n- FFO yield vs dividend yield\n- Interest rate sensitivity\n- Geographic concentration\n- Property type diversification (residential/commercial/industrial)\n\n### Options Positions\n\nIf portfolio includes options:\n- Delta exposure (equivalent stock position)\n- Theta decay (daily time value loss)\n- Implied volatility vs historical\n- Max loss calculation\n- Breakeven prices\n\n---\n\n## 9. Report Generation\n\n### Full Risk Report (on request)\n\nGenerate a complete PDF-ready markdown report:\n\n```markdown\n# Portfolio Risk Report\n## Prepared: [Date]\n## Portfolio: [Name]\n\n### Executive Summary\n[2-3 sentence overview: total value, risk rating, top recommendation]\n\n### 1. Holdings Summary\n[Position table from Section 1]\n\n### 2. Risk Metrics\n[All calculations from Section 2]\n\n### 3. Stress Test Results\n[All scenarios from Section 3]\n\n### 4. Optimization Recommendations\n[From Section 4]\n\n### 5. Risk Scorecard\n[From Section 5]\n\n### 6. Action Plan\n[Prioritized list of recommended changes]\n\n### Disclaimer\nThis analysis is for informational purposes only and does not constitute\nfinancial advice. Past performance and historical data do not guarantee\nfuture results. Consult a qualified financial advisor before making\ninvestment decisions.\n```\n\n---\n\n## 10. Quick Commands\n\nRespond to these natural language requests:\n\n| User Says | Action |\n|-----------|--------|\n| \"Analyze my portfolio\" | Full Section 1-5 analysis |\n| \"What's my risk?\" | Risk Scorecard (Section 5) |\n| \"Stress test my portfolio\" | All scenarios (Section 3) |\n| \"What if the market crashes?\" | 2008 + COVID scenarios |\n| \"How should I rebalance?\" | Section 4 optimization |\n| \"Tax loss harvest\" | Section 7 scanner |\n| \"Weekly review\" | Section 6 weekly template |\n| \"Add [position]\" | Update portfolio YAML, recalculate |\n| \"Remove [position]\" | Update portfolio YAML, recalculate |\n| \"What's my VaR?\" | Value at Risk calculation (Section 2.2) |\n| \"Compare to S&P 500\" | Benchmark comparison |\n| \"How diversified am I?\" | Concentration + correlation analysis |\n| \"What's my Sharpe ratio?\" | Section 2.5 |\n| \"Set alert for [ticker] at [price]\" | Add to monitoring (Section 6) |\n\n---\n\n## Edge Cases\n\n### Small Portfolios (<$10K)\n- Skip VaR (not meaningful for small amounts)\n- Focus on concentration risk and savings rate\n- Recommend index-first approach\n\n### Single Stock Portfolios (e.g., company RSUs)\n- ALWAYS flag extreme concentration risk\n- Model collar strategies (protective put + covered call)\n- 10b5-1 plan reminder for insiders\n- Calculate how much to diversify per quarter\n\n### Crypto-Heavy (>50% crypto)\n- Apply crypto winter scenario prominently\n- Flag exchange counterparty risk\n- Recommend cold storage percentage\n- Note tax complexity of DeFi/staking\n\n### International Portfolios\n- Currency risk calculation\n- Country risk premium\n- Withholding tax impact on dividends\n- ADR vs local share considerations\n\n### Leveraged Positions (margin/options)\n- Calculate margin call price\n- Stress test at 2x normal drawdown\n- Flag if margin utilization >50%\n- Model forced liquidation scenarios\n\n### Retirement Accounts (IRA/401k)\n- Different tax treatment (no tax-loss harvesting needed)\n- RMD impact for traditional IRA\n- Roth conversion opportunity analysis\n- Sequence of returns risk for near-retirees\n","readmeExcerpt":"Portfolio Risk Analyzer Complete investment portfolio risk management system. Analyze positions, calculate risk metrics, stress test scenarios, optimize allocations, and generate institutional-grade risk reports — all without external APIs. --- 1. Portfolio Intake When the user shares their portfolio (positions, tickers, amounts), structure it into this format: Price Lookup For each position, use web search to find c","codeSnippets":[],"executableExamples":[{"language":"yaml","snippet":"portfolio:\n  name: \"User Portfolio\"\n  currency: USD\n  as_of: \"2026-02-15\"\n  positions:\n    - ticker: AAPL\n      shares: 50\n      avg_cost: 185.00\n      current_price: 228.50  # Look up via web search\n      asset_class: US_EQUITY\n      sector: Technology\n    - ticker: BTC\n      units: 0.5\n      avg_cost: 42000\n      current_price: 97500\n      asset_class: CRYPTO\n      sector: Digital Assets\n    - ticker: VOO\n      shares: 100\n      avg_cost: 410.00\n      current_price: 535.00\n      asset_class: US_EQUITY_ETF\n      sector: Broad Market\n  cash:\n    amount: 15000\n    currency: USD"},{"language":"text","snippet":"Position Concentration:\n- Any single position >20% of portfolio = HIGH RISK ⚠️\n- Any single position >10% = MODERATE RISK\n- Top 3 positions >50% = CONCENTRATED\n\nSector Concentration:\n- Any sector >30% = OVERWEIGHT\n- Count unique sectors — fewer than 4 = UNDER-DIVERSIFIED\n\nAsset Class Breakdown:\n- Equities: X%\n- Fixed Income: X%\n- Crypto: X%\n- Cash: X%\n- Alternatives: X%"},{"language":"text","snippet":"Daily VaR Calculation:\n1. Look up each position's historical volatility (annualized)\n   - Use web search: \"[TICKER] historical volatility 30 day\"\n   - Typical ranges: Large cap stocks 15-25%, Crypto 50-80%, Bonds 5-10%\n\n2. Convert to daily volatility:\n   Daily Vol = Annual Vol / √252\n\n3. Position VaR (95% confidence):\n   Position VaR = Position Value × Daily Vol × 1.645\n\n4. Position VaR (99% confidence):\n   Position VaR = Position Value × Daily Vol × 2.326\n\n5. Portfolio VaR (simplified — assumes correlation ≈ 0.5 for stocks):\n   Portfolio VaR ≈ √(Σ(Position VaR²) + 2×0.5×Σ(VaR_i × VaR_j))\n\nReport:\n- 1-Day 95% VaR: $X,XXX (X.X% of portfolio)\n- 1-Day 99% VaR: $X,XXX (X.X% of portfolio)\n- 10-Day 95% VaR: $X,XXX (= 1-Day VaR × √10)\n- Monthly 95% VaR: $X,XXX (= 1-Day VaR × √21)"},{"language":"text","snippet":"Based on asset class historical max drawdowns:\n- US Large Cap: -50% (2008-09), typical correction -20%\n- US Small Cap: -55%, typical correction -25%\n- International Equity: -55%, typical -25%\n- Emerging Markets: -65%, typical -30%\n- Investment Grade Bonds: -15%, typical -5%\n- High Yield Bonds: -30%, typical -10%\n- REITs: -70%, typical -25%\n- Crypto (BTC): -85%, typical -50%\n- Gold: -45%, typical -15%\n- Cash: 0%\n\nPortfolio Max Drawdown Estimate:\n= Σ(Position Weight × Asset Class Max Drawdown)\n\nReport:\n- Estimated worst-case drawdown: -$XX,XXX (XX.X%)\n- Estimated typical correction: -$XX,XXX (XX.X%)\n- Recovery time estimate: X-X months (based on historical averages)"},{"language":"text","snippet":"For each equity position:\n- Look up beta via web search: \"[TICKER] beta\"\n- Portfolio Beta = Σ(Position Weight × Position Beta)\n\nInterpretation:\n- Beta > 1.2: Portfolio is AGGRESSIVE (amplifies market moves)\n- Beta 0.8-1.2: Portfolio is NEUTRAL\n- Beta < 0.8: Portfolio is DEFENSIVE\n- Negative beta positions: HEDGE value\n\nMarket Impact:\n- If S&P 500 drops 10%, portfolio expected to move: Beta × -10%"},{"language":"text","snippet":"Portfolio Expected Return = Σ(Weight × Expected Return)\nWhere Expected Return by asset class:\n- US Large Cap: 8-10% annually\n- US Small Cap: 9-11%\n- International Developed: 6-8%\n- Emerging Markets: 8-12%\n- Investment Grade Bonds: 4-5%\n- High Yield: 6-7%\n- Crypto: highly variable (use 0% for conservative estimate)\n- REITs: 7-9%\n- Cash: current money market rate (~4.5%)\n\nRisk-Free Rate: current 3-month T-bill rate (search if needed)\n\nSharpe Ratio = (Portfolio Expected Return - Risk-Free Rate) / Portfolio Volatility\n\nRating:\n- > 1.0: EXCELLENT risk-adjusted returns\n- 0.5-1.0: GOOD\n- 0-0.5: MEDIOCRE — consider rebalancing\n- < 0: POOR — return doesn't justify risk"}],"parameters":{},"dependencies":[],"permissions":[],"extractedFiles":[],"languages":["typescript"],"docsSourceLabel":"CLAWHUB","editorialOverview":"Portfolio Risk Analyzer Portfolio Risk Analyzer Complete investment portfolio risk management system. Analyze positions, calculate risk metrics, stress test scenarios, optimize allocations, and generate institutional-grade risk reports — all without external APIs. --- 1. Portfolio Intake When the user shares their portfolio (positions, tickers, amounts), structure it into this format: Price Lookup For each position, use web search to find c","editorialQuality":{"score":100,"threshold":65,"status":"ready","wordCount":373,"uniquenessScore":68,"reasons":[]}},"media":{"evidence":{"source":"no-media","verified":false,"confidence":"low","updatedAt":"2026-04-15T00:45:39.800Z","emptyReason":"No screenshots, media assets, or demo links are available."},"primaryImageUrl":null,"mediaAssetCount":0,"assets":[],"demoUrl":null},"ownerResources":{"evidence":{"source":"unclaimed","verified":false,"confidence":"low","updatedAt":"2026-04-15T00:45:39.800Z","emptyReason":"This page has not been claimed by the agent owner."},"hasCustomPage":false,"customPageUpdatedAt":null,"customLinks":[],"structuredLinks":{"docsUrl":null,"demoUrl":null,"supportUrl":null,"pricingUrl":null,"statusUrl":null},"customPage":null},"relatedAgents":{"evidence":{"source":"protocol-neighbors","verified":false,"confidence":"medium","updatedAt":"2026-10-10T08:48:28.992Z","emptyReason":null},"items":[{"id":"8ebccd8e-3863-4187-8355-c3f14e1f9edf","entityType":"agent","canonicalPath":"/agent/iofficeai-aionui","slug":"iofficeai-aionui","name":"AionUi","description":"Free, local, open-source 24/7 Cowork app and OpenClaw for Gemini CLI, Claude Code, Codex, OpenCode, Qwen Code, Goose CLI, Auggie, and more | 🌟 Star if you like it!","url":"https://github.com/iOfficeAI/AionUi","homepage":"https://www.aionui.com","source":"GITHUB_REPOS","protocols":["MCP","OPENCLAW"],"capabilities":[],"safetyScore":100,"overallRank":70,"updatedAt":"2026-10-09T19:11:12.944Z","createdAt":"2026-02-25T03:38:16.584Z","downloads":null},{"id":"b917f68a-ebff-438e-84f8-3f4b2494c0bc","entityType":"agent","canonicalPath":"/agent/activepieces-activepieces","slug":"activepieces-activepieces","name":"activepieces","description":"AI Agents & MCPs & AI Workflow Automation • (~400 MCP servers for AI agents) • AI Automation / AI Agent with MCPs • AI Workflows & AI Agents • MCPs for AI Agents","url":"https://github.com/activepieces/activepieces","homepage":"https://www.activepieces.com","source":"GITHUB_REPOS","protocols":["OPENCLAW"],"capabilities":[],"safetyScore":100,"overallRank":70,"updatedAt":"2026-04-15T02:22:12.426Z","createdAt":"2026-02-25T03:38:12.412Z","downloads":null},{"id":"5cb26759-3a39-483f-94cf-276a98c13bb8","entityType":"agent","canonicalPath":"/agent/cherryhq-cherry-studio","slug":"cherryhq-cherry-studio","name":"cherry-studio","description":"AI productivity studio with smart chat, autonomous agents, and 300+ assistants. 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