Drawdown and return
Portfolio performance tied to canonical NAV and return series — same book as the PM view.
Risk & performance
Risk should not run on a different book than the PM.
Risk only changes decisions when it is close to the investment workflow. OneBook connects exposures, drawdowns, attribution, factor views, scenarios, API/SDK/MCP access and Decision Packets to the portfolio state and warehouse facts that produced them.
Instrument Master Identity
Warehouse Facts + compute
User State Decisions
Audit Evidence
Analytic surfaces
Risk and performance outputs tied to source state.
Risk distribution
Exposure distribution, confidence bands and diagnostic surfaces for portfolio review.
Attribution
Return drivers by segment, factor, benchmark or portfolio slice — traceable to input state.
Scenario analysis
Stress and what-if outputs connected to the portfolio state and data snapshot used.
Decision Packets
Attach the risk context, model run and portfolio impact to the decision record the PM and CIO review.
Governed access
Expose risk state through UI, API, SDK and MCP without bypassing permissions or losing audit evidence.
Available now
Current risk and performance capabilities.
- Risk and performance engine with factor returns and attribution.
- Benchmark-relative analysis.
- Canonical NAV and return series as the shared input across analytics.
- Risk and performance views tied to the same portfolio state as decision workflows.
- Governed API, SDK and MCP access for selected risk and portfolio workflows.
Technical preview and roadmap
Capabilities in development.
- Risk model versioning — linking each metric to the model version and parameters used.
- Risk run registry — queryable record of inputs, outputs and compute context per run.
- Scenario and what-if UI — interactive scenario construction in the platform.
- Thesis and regime monitor integration — tying risk movement to the assumptions that justified the position.
- Pre-trade compliance integration — planned, not yet claimed.
Product proof
Show the evidence, not only the promise.
Next step
Review risk with the PM book.
See how OneBook ties risk output to portfolio state, Decision Packets and governed API/SDK/MCP access.
Request Demo