The IB Risk NavigatorSMshows your portfolio risk for multiple asset classes, and allows you to:
View and assess specific risk slices of your portfolio, such as risk by position, risk by underlying, and risk by industry.
View the greek contract and position risk dimensions for each report.
Assess Value at Risk and check Margin Sensitivity.
Measure your portfolio P&L (from close-to-close) by Price Change/Volatility Change, and measure exposure and the greek position dimensions by Underlying/Maturity.
Hypothetically modify your portfolio to test different risk scenarios before making actual changes.
Much more!
To open IB Risk Navigator
From Mosaic - From the New Window drop down select Risk Navigator and then elect to open:
My Portfolio: This uses your actual live portfolio.
New What-If: Opens a new hypothetical test portfolio. You can elect to fill the what-if with a copy of your current portfolio, or start with a blank frame and add positions manually.
Saved What-If: Invokes the Open file dialog box to the default directory of saved what-if portfolios you may have created in the past.
From Classic TWS - From the Analytical Tools menu select Risk Navigator.
NOTE: If you don't see Risk Navigator in the list (in the Portfolio category), use the expand arrow at the bottom of the list to display this choice.
IB Risk Navigator report data refreshes automatically every 10 seconds, and immediately whenever an order executes, for all reports except the Measure by Price Change and Volatility Change. This report uses prices from the close of the previous business day and calculates market outcome risk by advancing the time parameter to the close of the next business day.
