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RiskMetrics

qualia_core_db::specialized_libs::financial_modeling

Struct RiskMetrics 

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pub struct RiskMetrics {
    pub portfolio_id: String,
    pub var_95: f64,
    pub cvar_95: f64,
    pub volatility: f64,
    pub beta: f64,
    pub alpha: f64,
    pub sharpe_ratio: f64,
    pub sortino_ratio: f64,
    pub max_drawdown: f64,
    pub overall_risk_score: f64,
    pub risk_profile_assessment: Option<String>,
}
Expand description

Risk analysis metrics for a portfolio

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§portfolio_id: String§var_95: f64§cvar_95: f64§volatility: f64§beta: f64§alpha: f64§sharpe_ratio: f64§sortino_ratio: f64§max_drawdown: f64§overall_risk_score: f64§risk_profile_assessment: Option<String>

Plain-language assessment of whether the computed volatility / VaR fit the portfolio’s declared RiskProfile.risk_tolerance. None when the metrics are within tolerance (or when no assessment was performed); Some(warning) when a conservative profile carries high risk — never a fabricated pass.

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impl RiskMetrics

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pub fn new() -> Self

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impl Clone for RiskMetrics

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fn clone(&self) -> RiskMetrics

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for RiskMetrics

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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