Build a portfolio risk dashboard: 1. Portfolio Overview: - Total AUM - Asset allocation (actual vs. target) - Top holdings - Sector/geographic exposure 2. Volatility Metrics: - Portfolio volatility (30D, 90D, 1Y) - Volatility vs. benchmark - Contribution to volatility by holding 3. Correlation Analysis: - Correlation matrix of major positions - Rolling correlation trends - Diversification ratio 4. Drawdown Analysis: - Max drawdown (inception, 1Y, YTD) - Current drawdown - Time to recovery (historical) - Underwater curve 5. Value at Risk: - 1-day VaR (95%, 99%) - 10-day VaR - Marginal VaR by position - Component VaR 6. Stress Testing: - Historical scenarios (2008, 2020, etc.) - Hypothetical scenarios - Factor shock analysis 7. Factor Exposure: - Beta to market - Factor tilts (value, momentum, quality) - Hidden risks 8. Liquidity Analysis: - Days to liquidate positions - Liquidity tiering Output: Risk dashboard with key metrics and alerts.