MacroSpark Labs

Risk Analytics Dashboard

Analyze any stock or portfolio using important financial risk metrics such as Beta, Sharpe Ratio, Sortino Ratio, Maximum Drawdown, and Volatility.

Computed at runtime from a static annual-return dataset (2016–2025, illustrative approximations of real historical behavior — not a live feed) via Beta, Sharpe, Sortino, max drawdown, and volatility formulas. Nifty 50 is used as the market benchmark for Beta and the risk breakdown below.

Beta▲less volatile than market

0.50

Sharpe Ratio▼vs. 6% risk-free

0.61

Sortino Ratio▼downside-risk adjusted

1.71

Max Drawdown▼worst peak-to-trough (2016–2025)

-8.4%

Volatility (Annualized)▲vs 8.9% market

12.8%

Risk Breakdown — Reliance Industries

Systematic (Market) Risk

12%

Idiosyncratic (Stock-Specific) Risk

88%

The systematic share is the R² of Reliance Industries's returns regressed against the Nifty 50 benchmark — the portion of its return variance explained by broad-market moves. The remainder is stock-specific risk that diversification could reduce.