MODULE 10

Risk & Return Attribution

Deconstructs portfolio risk and return into individual asset contributions to identify risk concentrators and diversifiers.

Percentage Risk Contribution (PRC)

σ_p
0.00%
RELIANCE0.0%
TCS0.0%
HDFCBANK0.0%
INFY0.0%
ICICIBANK0.0%
AXISBANK0.0%
SBIN0.0%
WIPRO0.0%
LT0.0%
MARUTI0.0%
Gold0.0%
Silver0.0%
RealEstate0.0%

Risk vs. Capital Allocation

Return Attribution (Brinson Model Equivalent)

Breakdown of the 252-day portfolio return into individual asset contributions ($w_i \times r_i$).

0.0%0.0%0.0%0.0%0.0%0.00%RELIANCE0.00%TCS0.00%HDFCBANK0.00%INFY0.00%ICICIBANK0.00%AXISBANK0.00%SBIN0.00%WIPRO0.00%LT0.00%MARUTI0.00%Gold0.00%Silver0.00%RealEstate0.00%TOTAL

Marginal & Component Risk Analysis

AssetWeightσᵢMRCCRCPRC%Risk vs WeightTier
RELIANCE0.0%349.2%0.00%0.00%0.0%0.0%Diversifier
TCS0.0%381.0%0.00%0.00%0.0%0.0%Diversifier
HDFCBANK0.0%317.5%0.00%0.00%0.0%0.0%Diversifier
INFY0.0%412.7%0.00%0.00%0.0%0.0%Diversifier
ICICIBANK0.0%365.1%0.00%0.00%0.0%0.0%Diversifier
AXISBANK0.0%444.5%0.00%0.00%0.0%0.0%Diversifier
SBIN0.0%476.2%0.00%0.00%0.0%0.0%Diversifier
WIPRO0.0%396.9%0.00%0.00%0.0%0.0%Diversifier
LT0.0%381.0%0.00%0.00%0.0%0.0%Diversifier
MARUTI0.0%428.6%0.00%0.00%0.0%0.0%Diversifier
Gold0.0%254.0%0.00%0.00%0.0%0.0%Diversifier
Silver0.0%349.2%0.00%0.00%0.0%0.0%Diversifier
RealEstate0.0%190.5%0.00%0.00%0.0%0.0%Diversifier