Know what your portfolio
actually looks like.
Institutional-grade risk analysis — Sharpe ratio, VaR, correlation matrix, risk contribution decomposition, and minimum-variance optimisation — delivered as a professional PDF in under a minute.
One-time payment · PDF delivered instantly · No subscription
Most portfolios have one finding that surprises people — not the return, not the drawdown, but which single position is quietly carrying most of the risk.
PWS Analytics · FRM-Based Risk Framework
Three pages. Every risk metric that matters.
The same framework used by institutional risk managers — now accessible for any portfolio, in any size.
- Annual return vs benchmark (SPY)
- Sharpe ratio with quality label
- Max drawdown & severity
- Annual volatility
- Alpha & correlation vs benchmark
- Diversification benefit %
- Per-position holdings overview
- 95% daily Value at Risk (VaR)
- Full correlation matrix
- Sector concentration chart
- Risk contribution per position
- Diversification benefit analysis
- Concentration & overlap flags
- Minimum-variance allocation
- Current vs suggested weights
- Suggested rebalance amounts
- Auto-generated key findings
- Concentration risk flags
- High-correlation pair alerts
Not sure what to expect? Download a sample report — a 7-position diversified portfolio across US equities, gold, bonds, and global ETFs.
↓ Download Sample PDFBuilt for advisors and investors who want the full picture.
This kind of analysis used to require institutional infrastructure. It doesn’t anymore.
Run a structured, FRM-based risk report for client portfolios in minutes. Present professional PDF output in client meetings. Identify hidden concentration risks and correlation overlaps before they become problems.
Know exactly which position is driving your risk, whether your diversification is real, and whether your returns justify what you’re taking on. Supports US and Taiwan markets — up to 30 positions per report.
Risk contribution tells a different story than weight.
Same portfolio. Different lens. This is what risk decomposition reveals — which position is actually driving your risk.
NVDA holds 30% of the portfolio but drives 44.7% of portfolio risk — 1.5× its fair share. This is flagged automatically in your PWS report.
Three steps. Under a minute.
No account required. No spreadsheets. Enter your holdings, pay once, receive your PDF.
Input your tickers and position sizes. US stocks, Taiwan ETFs, bonds, commodities — any combination up to 30 positions.
The engine pulls live market data via yfinance and runs the full FRM-based risk computation — Sharpe, VaR, correlation, risk contribution, and min-variance optimisation.
A professional 3-page PDF report is generated and delivered instantly. Branded, print-ready, shareable with clients.
Simple, one-time pricing.
No subscription. No account required. Pay once, get your report.
- Full 3-page PDF report
- Up to 30 positions
- US & Taiwan markets
- Instant delivery
- 3 full PDF reports
- Run different portfolios
- Compare before & after rebalancing
- Instant delivery
Most people hold 10+ stocks but have never seen a proper risk analysis of their own portfolio — not because they don’t care, but because this kind of analysis used to be reserved for institutional investors.
My background spans credit risk (banking), investment risk (insurance), and IT system development. I independently built automated portfolio risk tools that pull live market data and compute what used to take analysts days: correlation matrices, risk contribution decomposition, Sharpe ratio, VaR, and stress testing — across Taiwan and US markets.
PWS Portfolio Risk is the productised version of that work. The same FRM framework. The same rigour. Accessible for $9.99.
Connect on LinkedIn →What this gives you.
What it doesn’t claim to do.
- FRM-based quantitative risk framework
- Risk contribution decomposition per position
- 95% daily VaR with diversification benefit
- Full correlation matrix across all holdings
- Minimum-variance optimisation suggestion
- Alpha vs SPY benchmark (annualised)
- Auto-generated key findings & risk flags
- Professional PDF — shareable with clients
- US & Taiwan markets · up to 30 positions
- Not investment advice
- Not a trading signal or recommendation
- Not a prediction of future returns
- Not a substitute for professional financial advice
- Not based on real-time intraday data
What does your portfolio
actually look like?
Most portfolios have one finding that surprises people.
Run yours and find out what it is.
One-time payment · Instant PDF delivery · No account required