Methodology

Valuation & FX

Positions are marked to market in USD using live feeds (CoinGecko for digital assets; Finnhub or Yahoo Finance for US-listed ETF proxies; Frankfurter for major FX). Display currencies AED/SAR apply fixed conversion rates for presentation only. Manual assets use user-supplied valuations.

Value-at-Risk (VaR)

When sufficient history exists (≥21 overlapping daily returns, 90-day lookback), portfolio VaR at 95% and 99% confidence is estimated from the empirical distribution of daily portfolio returns, weighted by current allocation. Reported VaR is a one-day, USD notional estimate.

For holdings without aligned historical series (e.g. some commodities/equities), the engine falls back to an intraday volatility proxy from 24h price changes — clearly labeled in-app.

Sharpe & drawdown

Sharpe uses daily portfolio returns annualized (√365), risk-free rate assumed 0. Max drawdown is peak-to-trough over the simulated daily value path in the lookback window.

Black Swan simulator

Hypothetical instantaneous price shocks by asset class scenario. Symbol-specific shocks apply where defined; otherwise the scenario default shock is used. Results are stress illustrations, not forecasts.

AI briefs

Market Pulse (global) and personalized briefs (Pro) are generated by large language models from structured market snapshots and portfolio weights. Content may contain errors; always verify against primary sources.