portfolio_risk

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Answer both 'how bad did it get' and 'is it really diversified' for a built-in model portfolio, a canonical strategy or your own portfolio. Drawdowns: the deepest peak-to-trough episodes with months to trough and recovery, Ulcer index, longest time underwater, monthly VaR/CVaR 95, worst month and year, and returns in 2008, 2020 and 2022. Diversification: each holding's share of the risk next to its share of the money (60/40 is about 60% of the money and 93% of the risk), the number of independent bets over the full window, the last 10 years and the 36 months to Feb 2009 and Dec 2022, co-movement groups, near-duplicate pairs and the equal-risk weights. Correlations: the holdings' correlation matrix. Pass exactly one of `template` (e.g. classic-60-40, all-weather), `strategy` (e.g. faber-trend-timing) or `assets` (your own allocation, including nested portfolios, rotations and strategies as holdings via `sleeve`, with optional `rebalance` and `overlay`); list_portfolios shows valid ids. `sections` limits the output. Ids are precomputed from the monthly refresh (instant); `assets` are computed live, with independent bets over the full window (and the last 10 years for plain tickers); the 2008 and 2022 windows are computed for built-in portfolios only. Read-only. For headline CAGR/Sharpe use analyze_portfolio; for calendar returns use portfolio_returns.