Aegis shows VaR, factor exposure and stress results for each portfolio. Every figure includes its method and as-of date, and the same result can be turned into a plain-language summary for a client review.
Platform defaults and coverage figures — not performance claims.
Every panel writes a plain-English read of what is driving the number, alongside the number itself.
Multi-book and sleeve portfolios with netted aggregate risk, rather than one spreadsheet per household.
LP- and client-ready export with the method, horizon, confidence and as-of stamped on every figure.
A dated episode is only offered where every holding actually traded through it. Nothing is backfilled to look complete.
The surfaces that matter most for this job, in the order you would meet them.
Measure the risk in the portfolio you hold.
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Explore →Tell us what you run and we will show you the parts that matter, on one of your own books.