Treemap - Risk Decomposition
Visualize portfolio risk hierarchically. See how risk is distributed across factors and individual positions.
Total Risk:
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Factor Risk:
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Idio Risk:
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Top Risk Factor:
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Click "Generate Treemap" to visualize risk decomposition
Risk Attribution Table
| Category | Factor | Risk Contribution | % of Total | Marginal VaR |
|---|---|---|---|---|
How to Read
- Size represents the magnitude of risk contribution
- Color indicates the risk category (factor vs idiosyncratic)
- Click a cell to drill down into that category
- Breadcrumb shows your current navigation path