diff --git a/cookbooks/Nomadic_Platform_Financial_Data.html b/cookbooks/Nomadic_Platform_Financial_Data.html new file mode 100644 index 0000000..a5507b0 --- /dev/null +++ b/cookbooks/Nomadic_Platform_Financial_Data.html @@ -0,0 +1,1664 @@ + + + + + + +
+ Company Logo +
+ +
+ + + + +
+ +
+
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
Parameter Set ▼Original Prompt ▼PromptOutputTemperature ▼Max Tokens ▼Presence Penalty ▼Frequency Penalty ▼Prompt Tuning ▼Output Length ▼Key TermsMetricsReport Date ▼
Technical | Low Temp | No TuningGenerate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Provide concise and precise answers.
+
+ 		+
+ 
Date: 2024-11-12
+
+Technical Risk Analysis Report
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+ 		0.31500.00.0None74volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical, quantitative +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Technical | Medium Temp | Few-ShotGenerate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Date: 2024-11-12
+
+Technical Risk Analysis Report
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot140volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical, quantitative +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Technical | High Temp | Chain-of-ThoughtGenerate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Date: 2024-11-12
+
+Technical Risk Analysis Report
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+ 		1.02500.40.4chain_of_thought191volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical, quantitative +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Narrative | Low Temp | No TuningCreate a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Provide concise and precise answers.
+
+ 		+
+ 
Date: 2024-11-12
+
+Portfolio Risk Narrative
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+No significant risk alerts at this time.
+
+
+ 		0.31500.00.0None44volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Narrative | Medium Temp | Few-ShotCreate a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Date: 2024-11-12
+
+Portfolio Risk Narrative
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+No significant risk alerts at this time.
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot110volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Narrative | High Temp | Chain-of-ThoughtCreate a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Date: 2024-11-12
+
+Portfolio Risk Narrative
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+No significant risk alerts at this time.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+ 		1.02500.40.4chain_of_thought161volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Actionable | Low Temp | No TuningProvide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Provide concise and precise answers.
+
+ 		+
+ 
Date: 2024-11-12
+
+Action Items for Risk Management
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+ 		0.31500.00.0None39risk, portfolio +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Actionable | Medium Temp | Few-ShotProvide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Date: 2024-11-12
+
+Action Items for Risk Management
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot105volatility, risk, portfolio, sector, concentration, diversification +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
Actionable | High Temp | Chain-of-ThoughtProvide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Date: 2024-11-12
+
+Action Items for Risk Management
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+ 		1.02500.40.4chain_of_thought156volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ 		2024-11-12
+
+ + + + diff --git a/cookbooks/Optimizing_Financial_Data_Nomadic.html b/cookbooks/Optimizing_Financial_Data_Nomadic.html new file mode 100644 index 0000000..e952c01 --- /dev/null +++ b/cookbooks/Optimizing_Financial_Data_Nomadic.html @@ -0,0 +1,2969 @@ + + + +
+ + +
+ +
+
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
Parameter Set ▼Original Prompt ▼PromptOutputTemperature ▼Max Tokens ▼Presence Penalty ▼Frequency Penalty ▼Prompt Tuning ▼Output Length ▼Key TermsMetrics
Technical | No TuningGenerate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Provide concise and precise answers.
+
+ 		+
+ 
Technical Risk Analysis Report
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+ 		0.31500.00.0None72volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical, quantitative +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Technical | few_shotGenerate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Technical Risk Analysis Report
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot141volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical, quantitative +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Technical | chain_of_thoughtGenerate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Technical Risk Analysis Report
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Advanced Insights:
+Consider implementing dynamic hedging strategies to manage extreme volatility and exploring alternative asset classes to diversify risk further.
+
+ 		1.02500.40.4chain_of_thought209volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical, quantitative +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Narrative | No TuningCreate a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Provide concise and precise answers.
+
+ 		+
+ 
Portfolio Risk Narrative
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+ 		0.31500.00.0None51volatility, risk, sharpe ratio, portfolio, technical +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Narrative | few_shotCreate a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Portfolio Risk Narrative
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot120volatility, risk, sharpe ratio, portfolio, sector, concentration, diversification, technical +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Narrative | chain_of_thoughtCreate a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Portfolio Risk Narrative
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Strategic Recommendations:
+It's advisable to review sector allocations periodically and consider adjusting positions in high-risk sectors to maintain portfolio stability.
+
+ 		1.02500.40.4chain_of_thought188volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Actionable | No TuningProvide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Provide concise and precise answers.
+
+ 		+
+ 
Action Items for Risk Management
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+ 		0.31500.00.0None37risk, portfolio +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Actionable | few_shotProvide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Action Items for Risk Management
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot106volatility, risk, portfolio, sector, concentration, diversification +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
Actionable | chain_of_thoughtProvide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Action Items for Risk Management
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Creative Insights:
+Exploring derivative instruments could provide downside protection without significantly impacting portfolio returns. Additionally, leveraging algorithmic trading strategies may enhance risk management effectiveness.
+
+ 		1.02500.40.4chain_of_thought178volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+
+
+ + + + + Technical | No Tuning + Generate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Provide concise and precise answers.
+
+ + +
+ 
Technical Risk Analysis Report
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 72 + volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical, quantitative + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Technical | few_shot + Generate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Technical Risk Analysis Report
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 141 + volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical, quantitative + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Technical | chain_of_thought + Generate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Technical Risk Analysis Report
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Advanced Insights:
+Consider implementing dynamic hedging strategies to manage extreme volatility and exploring alternative asset classes to diversify risk further.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 209 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical, quantitative + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Narrative | No Tuning + Create a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Provide concise and precise answers.
+
+ + +
+ 
Portfolio Risk Narrative
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 51 + volatility, risk, sharpe ratio, portfolio, technical + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Narrative | few_shot + Create a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Portfolio Risk Narrative
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 120 + volatility, risk, sharpe ratio, portfolio, sector, concentration, diversification, technical + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Narrative | chain_of_thought + Create a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Portfolio Risk Narrative
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Strategic Recommendations:
+It's advisable to review sector allocations periodically and consider adjusting positions in high-risk sectors to maintain portfolio stability.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 188 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Actionable | No Tuning + Provide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Provide concise and precise answers.
+
+ + +
+ 
Action Items for Risk Management
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 37 + risk, portfolio + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Actionable | few_shot + Provide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Action Items for Risk Management
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 106 + volatility, risk, portfolio, sector, concentration, diversification + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Actionable | chain_of_thought + Provide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Action Items for Risk Management
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Creative Insights:
+Exploring derivative instruments could provide downside protection without significantly impacting portfolio returns. Additionally, leveraging algorithmic trading strategies may enhance risk management effectiveness.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 178 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + +
+ + diff --git a/cookbooks/parameter_impact_analysis.html b/cookbooks/parameter_impact_analysis.html new file mode 100644 index 0000000..4e08be1 --- /dev/null +++ b/cookbooks/parameter_impact_analysis.html @@ -0,0 +1,2846 @@ + + + +
+ Company Logo +
+ +
+ + + + +
+ +
+
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Parameter Set ▼Original Prompt ▼PromptOutputTemperature ▼Max Tokens ▼Presence Penalty ▼Frequency Penalty ▼Prompt Tuning ▼Output Length ▼Key TermsMetrics
Technical | Low Temp | No TuningGenerate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Provide concise and precise answers.
+
+ 		+
+ 
Technical Risk Analysis Report
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.53%
+Sharpe Ratio: 2.18
+Maximum Drawdown: 8.85%
+Tracking Error: nan%
+
+Risk Contributors:
+- JPM contributed 53.19% to portfolio risk
+- NFLX contributed 9.77% to portfolio risk
+- XOM contributed 6.70% to portfolio risk
+- MA contributed 6.69% to portfolio risk
+- AAPL contributed 5.40% to portfolio risk
+
+
+ 		0.31500.00.0None72volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical, quantitative +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Technical | Medium Temp | Few-ShotGenerate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Technical Risk Analysis Report
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.53%
+Sharpe Ratio: 2.18
+Maximum Drawdown: 8.85%
+Tracking Error: nan%
+
+Risk Contributors:
+- JPM contributed 53.19% to portfolio risk
+- NFLX contributed 9.77% to portfolio risk
+- XOM contributed 6.70% to portfolio risk
+- MA contributed 6.69% to portfolio risk
+- AAPL contributed 5.40% to portfolio risk
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot138volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical, quantitative +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Technical | High Temp | Chain-of-ThoughtGenerate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Technical Risk Analysis Report
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.53%
+Sharpe Ratio: 2.18
+Maximum Drawdown: 8.85%
+Tracking Error: nan%
+
+Risk Contributors:
+- JPM contributed 53.19% to portfolio risk
+- NFLX contributed 9.77% to portfolio risk
+- XOM contributed 6.70% to portfolio risk
+- MA contributed 6.69% to portfolio risk
+- AAPL contributed 5.40% to portfolio risk
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Advanced Insights:
+Consider implementing dynamic hedging strategies to manage extreme volatility and exploring alternative asset classes to diversify risk further.
+
+ 		1.02500.40.4chain_of_thought209volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical, quantitative +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Narrative | Low Temp | No TuningCreate a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Provide concise and precise answers.
+
+ 		+
+ 
Portfolio Risk Narrative
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.5%. Risk-adjusted returns, as measured by the Sharpe ratio, are 2.18.
+
+No significant risk alerts at this time.
+
+
+ 		0.31500.00.0None51volatility, risk, sharpe ratio, portfolio, technical +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Narrative | Medium Temp | Few-ShotCreate a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Portfolio Risk Narrative
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.5%. Risk-adjusted returns, as measured by the Sharpe ratio, are 2.18.
+
+No significant risk alerts at this time.
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot117volatility, risk, sharpe ratio, portfolio, sector, concentration, diversification, technical +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Narrative | High Temp | Chain-of-ThoughtCreate a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Portfolio Risk Narrative
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.5%. Risk-adjusted returns, as measured by the Sharpe ratio, are 2.18.
+
+No significant risk alerts at this time.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Strategic Recommendations:
+It's advisable to review sector allocations periodically and consider adjusting positions in high-risk sectors to maintain portfolio stability.
+
+ 		1.02500.40.4chain_of_thought188volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Actionable | Low Temp | No TuningProvide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Provide concise and precise answers.
+
+ 		+
+ 
Action Items for Risk Management
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+- Reduce holding of JPM by 10.79% to reach the target weight of 15.00%.
+
+
+ 		0.31500.00.0None51risk, portfolio +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Actionable | Medium Temp | Few-ShotProvide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		+
+ 
Action Items for Risk Management
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+- Reduce holding of JPM by 10.79% to reach the target weight of 15.00%.
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ 		0.72000.20.2few_shot117volatility, risk, portfolio, sector, concentration, diversification +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
Actionable | High Temp | Chain-of-ThoughtProvide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ 		+
+ 
Action Items for Risk Management
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+- Reduce holding of JPM by 10.79% to reach the target weight of 15.00%.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Creative Insights:
+Exploring derivative instruments could provide downside protection without significantly impacting portfolio returns. Additionally, leveraging algorithmic trading strategies may enhance risk management effectiveness.
+
+ 		1.02500.40.4chain_of_thought192volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+
+
+ + + + + Technical | Low Temp | No Tuning + Generate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Provide concise and precise answers.
+
+ + +
+ 
Technical Risk Analysis Report
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.53%
+Sharpe Ratio: 2.18
+Maximum Drawdown: 8.85%
+Tracking Error: nan%
+
+Risk Contributors:
+- JPM contributed 53.19% to portfolio risk
+- NFLX contributed 9.77% to portfolio risk
+- XOM contributed 6.70% to portfolio risk
+- MA contributed 6.69% to portfolio risk
+- AAPL contributed 5.40% to portfolio risk
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 72 + volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical, quantitative + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Technical | Medium Temp | Few-Shot + Generate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Technical Risk Analysis Report
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.53%
+Sharpe Ratio: 2.18
+Maximum Drawdown: 8.85%
+Tracking Error: nan%
+
+Risk Contributors:
+- JPM contributed 53.19% to portfolio risk
+- NFLX contributed 9.77% to portfolio risk
+- XOM contributed 6.70% to portfolio risk
+- MA contributed 6.69% to portfolio risk
+- AAPL contributed 5.40% to portfolio risk
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 138 + volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical, quantitative + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Technical | High Temp | Chain-of-Thought + Generate a technical risk analysis report focusing on: +- Portfolio volatility and risk metrics +- Sector concentration analysis +- Individual stock contributions to risk +- Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+- Portfolio volatility and risk metrics
+- Sector concentration analysis
+- Individual stock contributions to risk
+- Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Technical Risk Analysis Report
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.53%
+Sharpe Ratio: 2.18
+Maximum Drawdown: 8.85%
+Tracking Error: nan%
+
+Risk Contributors:
+- JPM contributed 53.19% to portfolio risk
+- NFLX contributed 9.77% to portfolio risk
+- XOM contributed 6.70% to portfolio risk
+- MA contributed 6.69% to portfolio risk
+- AAPL contributed 5.40% to portfolio risk
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Advanced Insights:
+Consider implementing dynamic hedging strategies to manage extreme volatility and exploring alternative asset classes to diversify risk further.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 209 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical, quantitative + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Narrative | Low Temp | No Tuning + Create a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Provide concise and precise answers.
+
+ + +
+ 
Portfolio Risk Narrative
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.5%. Risk-adjusted returns, as measured by the Sharpe ratio, are 2.18.
+
+No significant risk alerts at this time.
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 51 + volatility, risk, sharpe ratio, portfolio, technical + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Narrative | Medium Temp | Few-Shot + Create a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Portfolio Risk Narrative
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.5%. Risk-adjusted returns, as measured by the Sharpe ratio, are 2.18.
+
+No significant risk alerts at this time.
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 117 + volatility, risk, sharpe ratio, portfolio, sector, concentration, diversification, technical + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Narrative | High Temp | Chain-of-Thought + Create a narrative risk report that explains: +- Overall portfolio health and risk level +- Major risk factors and their implications +- Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+- Overall portfolio health and risk level
+- Major risk factors and their implications
+- Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Portfolio Risk Narrative
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.5%. Risk-adjusted returns, as measured by the Sharpe ratio, are 2.18.
+
+No significant risk alerts at this time.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Strategic Recommendations:
+It's advisable to review sector allocations periodically and consider adjusting positions in high-risk sectors to maintain portfolio stability.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 188 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Actionable | Low Temp | No Tuning + Provide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Provide concise and precise answers.
+
+ + +
+ 
Action Items for Risk Management
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+- Reduce holding of JPM by 10.79% to reach the target weight of 15.00%.
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 51 + risk, portfolio + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Actionable | Medium Temp | Few-Shot + Provide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Action Items for Risk Management
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+- Reduce holding of JPM by 10.79% to reach the target weight of 15.00%.
+
+
+Guiding Examples:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 117 + volatility, risk, portfolio, sector, concentration, diversification + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + Actionable | High Temp | Chain-of-Thought + Provide an actionable risk assessment including: +- Specific risk mitigation recommendations +- Priority areas requiring immediate attention +- Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+- Specific risk mitigation recommendations
+- Priority areas requiring immediate attention
+- Step-by-step risk management actions
+Focus on practical, implementable solutions. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Action Items for Risk Management
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+- Reduce holding of JPM by 10.79% to reach the target weight of 15.00%.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Creative Insights:
+Exploring derivative instruments could provide downside protection without significantly impacting portfolio returns. Additionally, leveraging algorithmic trading strategies may enhance risk management effectiveness.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 192 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification + +
+
+ Volatility +
+
+ 0.1353 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 2.1777 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0885 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2154 +
+ + + +
+ + + + + +
+ + diff --git a/cookbooks/parameter_impact_visualization.html b/cookbooks/parameter_impact_visualization.html index b42d0e5..e952c01 100644 --- a/cookbooks/parameter_impact_visualization.html +++ b/cookbooks/parameter_impact_visualization.html @@ -1,96 +1,2969 @@ - - - - - - -
-
-
+ + +
+ + +
+
- + + + Technical | No Tuning + Generate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Provide concise and precise answers.
+
+ + +
+ 
Technical Risk Analysis Report
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 72 + volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, technical, quantitative + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Technical | few_shot + Generate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Technical Risk Analysis Report
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 141 + volatility, risk, sharpe ratio, drawdown, tracking error, portfolio, sector, concentration, diversification, technical, quantitative + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Technical | chain_of_thought + Generate a technical risk analysis report focusing on: + - Portfolio volatility and risk metrics + - Sector concentration analysis + - Individual stock contributions to risk + - Key risk indicators and thresholds +Use quantitative terms and precise numerical data. + +
+ 
Generate a technical risk analysis report focusing on:
+    - Portfolio volatility and risk metrics
+    - Sector concentration analysis
+    - Individual stock contributions to risk
+    - Key risk indicators and thresholds
+Use quantitative terms and precise numerical data. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Technical Risk Analysis Report
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use quantitative terms and precise numerical data.
+
+Portfolio Volatility: 13.60%
+Sharpe Ratio: 1.98
+Maximum Drawdown: 8.22%
+Tracking Error: nan%
+
+Risk Contributors:
+- MA contributed 27.21% to portfolio risk
+- CVX contributed 17.96% to portfolio risk
+- MRK contributed 8.73% to portfolio risk
+- META contributed 7.93% to portfolio risk
+- JPM contributed 7.70% to portfolio risk
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Advanced Insights:
+Consider implementing dynamic hedging strategies to manage extreme volatility and exploring alternative asset classes to diversify risk further.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 209 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical, quantitative + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Narrative | No Tuning + Create a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Provide concise and precise answers.
+
+ + +
+ 
Portfolio Risk Narrative
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 51 + volatility, risk, sharpe ratio, portfolio, technical + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Narrative | few_shot + Create a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Portfolio Risk Narrative
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 120 + volatility, risk, sharpe ratio, portfolio, sector, concentration, diversification, technical + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Narrative | chain_of_thought + Create a narrative risk report that explains: + - Overall portfolio health and risk level + - Major risk factors and their implications + - Historical context and trends +Use clear, descriptive language accessible to non-technical readers. + +
+ 
Create a narrative risk report that explains:
+    - Overall portfolio health and risk level
+    - Major risk factors and their implications
+    - Historical context and trends
+Use clear, descriptive language accessible to non-technical readers. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Portfolio Risk Narrative
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Use clear, descriptive language accessible to non-technical readers.
+
+Current Market Environment:
+The portfolio is experiencing moderate volatility at 13.6%. Risk-adjusted returns, as measured by the Sharpe ratio, are 1.98.
+
+No significant risk alerts at this time.
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Strategic Recommendations:
+It's advisable to review sector allocations periodically and consider adjusting positions in high-risk sectors to maintain portfolio stability.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 188 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification, technical + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Actionable | No Tuning + Provide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Provide concise and precise answers.
+
+ + +
+ 
Action Items for Risk Management
+
+The following report provides a succinct overview of the portfolio's risk metrics.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+ + 0.3 + 150 + 0.0 + 0.0 + None + 37 + risk, portfolio + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Actionable | few_shot + Provide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Ensure clarity and thoroughness in your analysis.
+
+Here are some examples to guide your analysis:
+
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + +
+ 
Action Items for Risk Management
+
+The report below offers a comprehensive analysis of the portfolio's current risk status.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Examples to Guide Your Analysis:
+Example 1:
+Q: What are the main risks in a high-volatility portfolio?
+A: The primary risks include increased potential for significant losses, heightened emotional decision-making, and potential for margin calls in leveraged accounts.
+
+Example 2:
+Q: How does sector concentration affect portfolio risk?
+A: High sector concentration can amplify risk if the sector underperforms, reducing diversification benefits and increasing vulnerability to sector-specific downturns.
+
+
+ + 0.7 + 200 + 0.2 + 0.2 + few_shot + 106 + volatility, risk, portfolio, sector, concentration, diversification + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + Actionable | chain_of_thought + Provide an actionable risk assessment including: + - Specific risk mitigation recommendations + - Priority areas requiring immediate attention + - Step-by-step risk management actions +Focus on practical, implementable solutions. + +
+ 
Provide an actionable risk assessment including:
+    - Specific risk mitigation recommendations
+    - Priority areas requiring immediate attention
+    - Step-by-step risk management actions
+Focus on practical, implementable solutions. Feel free to elaborate and explore creative insights in your analysis. Focus on diverse perspectives and avoid repetition. Incorporate a variety of terms and avoid overusing specific phrases. Please provide a detailed chain of thought explaining your reasoning process in the analysis.
+
+ + +
+ 
Action Items for Risk Management
+
+This extensive report delves deep into the portfolio's risk factors, providing in-depth analysis and creative insights.
+
+Focus on practical, implementable solutions.
+
+No immediate actions are required. The portfolio is within defined risk parameters.
+
+Recommended Portfolio Adjustments:
+
+
+Chain of Thought:
+In analyzing the portfolio, we first assess the overall volatility to understand the risk exposure. High volatility indicates greater uncertainty and potential for significant losses or gains. Next, we examine the Sharpe ratio to evaluate risk-adjusted returns, ensuring that the returns justify the risks taken. The maximum drawdown provides insight into the worst-case scenario, highlighting the portfolio's resilience during downturns. Tracking error measures how closely the portfolio follows a benchmark, in this case, the S&P 500, indicating management effectiveness. Lastly, sector concentration analysis helps identify diversification levels across different industries, ensuring that the portfolio is not overly reliant on a single sector, which could amplify risks if that sector underperforms.
+
+Creative Insights:
+Exploring derivative instruments could provide downside protection without significantly impacting portfolio returns. Additionally, leveraging algorithmic trading strategies may enhance risk management effectiveness.
+
+ + 1.0 + 250 + 0.4 + 0.4 + chain_of_thought + 178 + volatility, risk, sharpe ratio, drawdown, tracking error, factor, exposure, portfolio, sector, concentration, diversification + +
+
+ Volatility +
+
+ 0.1360 +
+ + + +
+ +
+
+ Sharpe Ratio +
+
+ 1.9833 +
+ + + +
+ +
+
+ Drawdown +
+
+ 0.0822 +
+ + + +
+ +
+
+ Sector Concentration +
+
+ 0.2072 +
+ + + +
+ + + + + +
+ + - - - \ No newline at end of file