CausalRisk

Portfolios

Growth Portfolio
Value$12,500,000
Change+2.4%
Risk Score7.2
Assets45
Conservative Fund
Value$8,300,000
Change+1.1%
Risk Score4.5
Assets32
Tech Innovation
Value$5,600,000
Change-1.3%
Risk Score8.9
Assets28
Balanced Mix
Value$15,200,000
Change+1.8%
Risk Score5.7
Assets67

Data Ingestion

Real-time data pipeline status

All Systems Online
Active

Market Data

2 min ago

1.2Mrecords
Active

Macro Indicators

5 min ago

45Krecords
Active

Alternative Data

1 min ago

890Krecords

News Sentiment

+0.34

↑ 12% positive

ESG Events

127

Last 24h

Data Quality

98.7%

Excellent

Latency

1.2s

avg

Risk Attribution

Causal factors driving volatility

Energy Transition70%
Interest Rates15%
ESG Exposure10%
Market Sentiment5%

Executive Summary

This portfolio's volatility is driven 70% by energy transition exposure, not macro rates — and here's what to change.

Causal Structure

Risk driver relationships

ESGRatesEnergyMacroPortfolioRisk
5 risk drivers identifiedConfidence: 94%

Strongest Link

Energy → Portfolio Risk

Model Type

Bayesian Causal Network

Counterfactual Simulation

What-if scenario analysis

0%
0%

Predicted Outcome

Portfolio Volatility-8.2%
Expected Return+2.4%
Sharpe Ratio1.82

Scenario: "What if rates rise but ESG exposure improves?"

Portfolio Impact Engine

Stress-test allocations under causal scenarios

Monte Carlo: 10,000 runs

Base Case

45%
Risk
12.4%
Return
8.2%

Energy Crisis

25%
Risk
18.7%
Return
4.1%

ESG Premium

30%
Risk
10.2%
Return
9.8%

Recommended Action

Reduce energy sector exposure by 15% and increase ESG-weighted alternatives. Expected volatility reduction: 6.3%.