Portfolio risk

Know your portfolio risk
before it hits.

Turn your trades into a full portfolio risk picture: Sharpe ratio, beta, drawdown, Value at Risk and more.

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Free plan with 10 favorites · No credit card required

Product graphic: Moula's Portfolio Risk dashboard showing Sharpe ratio 1.42, beta vs. SPY 0.86, a max-drawdown chart bottoming at -18.4% against SPY's -11.8%, Value at Risk and Expected Shortfall bars at 95% and 99% confidence, a correlation heatmap of six top holdings, and a return-distribution histogram with VaR marked.
Portfolio Risk
✦ Old way vs. Moula

See your portfolio risk, not just your return.

Spreadsheets show what already happened. Moula shows what your portfolio risk actually is, today.

Guess your risk from a gut feeling
Sharpe ratio and beta vs. SPY, built from your real trades
No idea how deep a drawdown really went
A full max-drawdown curve, peak to trough
One vague “volatility” number from a spreadsheet formula
Value at Risk and Expected Shortfall, at 95% and 99%
Eyeball which stocks tend to move together
A correlation heatmap of your top holdings
A stale snapshot you have to rebuild by hand
Always current with your latest trades
01 Drawdown

See exactly how deep a drawdown goes

A full underwater equity curve shows your worst peak-to-trough decline, with deposits and withdrawals stripped out, so the number reflects your investing, not your cash flow.

  • Max drawdown, realized and on today's holdings
  • Built from your daily net liquidation value
  • Calculated from your own trade history
Product graphic: Moula's max-drawdown chart, an underwater equity curve bottoming at -18.4% below the prior peak and standing at -3.9% today.
Portfolio Risk Realized · whole account
02 Risk metrics

Risk-adjusted return, beta and correlation in one place

Sharpe ratio and beta vs. SPY tell you if your return is worth the risk; a correlation heatmap of your top holdings shows how exposed you really are.

  • Sharpe ratio, portfolio and open positions
  • Beta vs. SPY, with beta-adjusted exposure
  • Correlation heatmap of your top holdings
Product graphic: Moula's Risk page ticking up Sharpe ratio and Beta vs. SPY, drawing a max-drawdown chart bottoming at -18.4%, growing Value at Risk and Expected Shortfall bars at 95% and 99%, and filling in a correlation heatmap of six top holdings.
Portfolio Risk
03 Tail risk

Know what could go wrong, not just what already did

Value at Risk and Expected Shortfall come from your own worst days, at 95% and 99% confidence, so you can see how bad a bad day really gets.

  • Historical VaR and Expected Shortfall, 95% & 99%
  • Built from your own daily returns
  • Return distribution with VaR and ES marked
Product graphic: Moula's daily return distribution histogram, with Value at Risk and Expected Shortfall marked at 95% and 99% confidence.
Portfolio Risk Realized · daily returns
✦ Also included

And there's more to see.

Risk doesn't stop at the headline numbers.

  • Short put exposure

    Cash needed if every open short put were assigned today, in dollars and as a share of your portfolio.

  • One risk page

    Sharpe, beta, VaR, drawdown, correlation and the return histogram, together in one place.

  • Every plan, every metric

    All of this is included on Moula's free plan, with no credit card required.

✦ How it works

From logged trades to a full risk picture.

The same trade history that drives your portfolio tracker drives every risk metric.

  1. 1

    Log your trades

    Connect your broker for automatic sync, import a CSV or IBKR statement, or add trades by hand.

  2. 2

    Moula does the math

    Sharpe ratio, beta, drawdown, Value at Risk and more, calculated automatically from your trade history.

  3. 3

    Read your risk

    See where your risk comes from: deep drawdowns, bad-day losses and the holdings that move together.

Works even better together.

Risk questions, answered.

Sharpe ratio, beta and max drawdown on your portfolio Overview, plus Value at Risk, Expected Shortfall, a correlation heatmap and the return distribution on the dedicated Risk page.

A few months of daily history for most metrics, longer for 99% VaR. Until then, Moula tells you a metric isn't ready yet instead of showing an unreliable number.

Open option positions are valued with a pricing model rather than live option quotes, so figures that include them are estimates, useful for gauging exposure.

No. Prices and risk metrics are end-of-day, not live or intraday.

No. Connect your broker for automatic sync, import a CSV or IBKR statement, or add trades by hand. All three feed the same calculations.

No. Moula reports statistics about your own portfolio. It doesn't issue buy, sell or hold ratings, price targets or recommendations.

Yes. Every metric on this page is available on every plan, including Free.

See your real risk,
not your gut feeling.

Log your trades and see your Sharpe ratio, beta, Value at Risk and drawdown, built from your own history.

Start free
  • Free plan, no credit card
  • Read-only broker sync
  • Sharpe, beta, VaR & drawdown