Portfolio-Risk-Engine

Portfolio Risk Engine is a comprehensive portfolio analytics and risk management platform built with Python, Streamlit, and Plotly. It provides performance analysis, risk metrics (VaR, CVaR, Beta, Drawdown), stress testing, correlation analysis, portfolio optimization, and interactive visualizations for informed investment decisions.

Overview

Portfolio Risk Engine is a comprehensive portfolio analytics and risk management platform built with Python, Streamlit, and Plotly. It enables investors, analysts, and portfolio managers to evaluate portfolio performance, measure risk exposure, conduct stress testing, and gain actionable insights through interactive visualizations.

Key Features

Portfolio Analytics

• Portfolio return and performance analysis
• Benchmark comparison
• Rolling performance metrics
• Risk-adjusted return evaluation

Risk Management

• Volatility analysis
• Beta calculation
• Value at Risk (VaR)
• Conditional Value at Risk (CVaR)
• Maximum Drawdown analysis
• Downside risk measurement

Portfolio Diagnostics

• Correlation matrix and heatmaps
• Covariance analysis
• Asset allocation breakdown
• Diversification assessment
• Risk contribution analysis

Stress Testing

• Historical market shock simulations
• Custom stress scenarios
• Portfolio impact estimation
• Scenario comparison framework

Interactive Visualizations

• Portfolio growth charts
• Drawdown curves
• Rolling risk metrics
• Correlation heatmaps
• Allocation visualizations
• Performance dashboards

Technology Stack

• Python
• Streamlit
• Pandas
• NumPy
• Plotly
• SciPy
• yFinance

Installation

git clone https://github.com/yourusername/Portfolio-Risk-Engine.git
cd Portfolio-Risk-Engine

pip install -r requirements.txt

Running the Application

streamlit run RiskEngine.py

Metrics Included

• CAGR
• Annualized Return
• Annualized Volatility
• Sharpe Ratio
• Sortino Ratio
• Beta
• Maximum Drawdown
• Value at Risk (VaR)
• Conditional Value at Risk (CVaR)
• Correlation & Covariance Analysis

Project Objectives

• Evaluate portfolio performance and risk exposure
• Improve investment decision-making through data-driven insights
• Analyze diversification benefits
• Assess portfolio resilience under adverse market conditions
• Provide an intuitive interface for portfolio monitoring

Future Enhancements

• Factor-based risk models
• Monte Carlo simulations
• Portfolio optimization module
• Credit risk analytics
• Automated PDF and PowerPoint reporting
• Multi-portfolio comparison dashboard

Author

Prankush Billare