Report Selector

IB Risk NavigatorSM Report Selector

The Report Selector is your starting point for navigating your risk summary. Select from the Report, Underlying, and Measure dropdown lists to construct custom reports that slice and display various angles of your exposure and other risk metrics, for your entire portfolio or for a subset of your portfolio which includes all positions in an underlying and its derivatives.

NOTE: The IB Risk Navigator resolves your current position data when it opens, which it then uses in both the P&L graph and report calculations. Any positions that cannot be resolved (for any reason) are shown in the Position(s) not included list in the Report Selector area. If the position is highlighted in yellow, its data is not included in the calculations for the P&L graph; if the position is highlighted in peach, its data is not included in the report calculations; if it's pink, its data is excluded from both the graph and the report calculations. This box will not appear if ALL positions resolve unless you elect to display it manually, using the checkbox on the View menu.

To define your report

Use the Report dropdown list to choose a perspective from which to assess your risk. Each report is briefly described in the table below.

In the Underlying list, choose whether to display report data for all underlyings or only for a specific underlying and its derivatives.

In the Measure dropdown, select All to view all available risk measure calculations for your report, None to view no additional measures other than those that appear in the report by design, or a named value to show a single measure.

To display multiple (but not all) measures, for example only Exposure and Delta, use the Greeks Columns submenu on the Metrics menu.

Click a report name to view the report topic.

Portfolio - This report presents risk and exposure for your entire portfolio across multiple asset classes. The Portfolio view does not display any totals, unlike the Risk by Underlying report.	Measure by Underlying and Maturity - This report displays risk measures across all asset classes for all underlyings, grouped by expiry.
Risk by Position - This report displays risk metrics across all asset classes, for each position. Risk by Underlying - The default report. This report displays portfolio metrics across all asset classes and provides drill-down depth control for each underlying.	Measure by Price Change and Volatility Change - This report measures the market outcome for the contract price, delta, gamma, vega, and theta - using underlying and derivative prices on the close of any business day - at multiple positive, negative, and zero percent change scenarios in the underlying price, volatility and interest rate.
Risk by Industry - This report displays your portfolio risk and exposure across multiple asset classes, sorted by industry sector. Drill-down detail lets you go two levels deep into the industry sub-categories, and into the underlying and its derivatives for each industry category and subcategory.	Portfolio Statistics - The Portfolio Statistics report shows two summary tables: one for all Stock and Futures positions, and one for all Options positions.
	Value at Risk - This report shows the greatest loss that a portfolio will sustain over a one-day period, with 99.5% confidence. VAR is calculated using three different methods, each with different assumptions about correlations of the underlying assets in the portfolio.