Risk you can see
Risk tools on Capitallytics emphasize visibility: which holdings dominate value, how allocation skews, and how P&L moved over periods. That is different from claiming VaR engines, options Greeks, or broker-grade risk systems we do not ship.
Use risk views with allocation and analytics pages. AI-assisted summaries explain patterns in your data; they do not manage positions or guarantee outcomes.
The measures behind the risk view
Concentration is each holding's share of portfolio value, computed once and rounded once, so every card shows the same percentage for the same holding. Lots of the same instrument held in different accounts count as one holding.
The diversification score runs from 0 to 100 and is the lower of two checks. The largest asset class scores 100 at 70% of the portfolio or less, falling to 0 at 95%. The largest single holding scores 100 at 45% or less, falling to 0 at 90%. Gold, silver and equity are separate classes, so a gold ETF really does diversify an equity-heavy book.
Where real daily closing prices are available, portfolio analytics also shows beta, Jensen's alpha and the Sharpe ratio against the benchmark for your portfolio currency, NIFTY 50 for rupee portfolios and the S&P 500 for dollar ones. These need at least 60 overlapping daily returns, roughly three trading months; with less history the page says Insufficient history rather than showing a misleading figure.
How to read the numbers
A beta above 1 means the portfolio has tended to move more than the benchmark; below 1, less. A Sharpe ratio compares return above the risk-free rate with the volatility taken to earn it. Both describe the past, not the future.
Concentration is often the risk people notice last. A stock that has done well grows into a large share of the portfolio without any new purchase, and a single bad quarter then matters far more than it used to. Reviewing the largest holding's share each quarter is a simple habit that catches this early.