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Next filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
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Concept · Portfolio performance & risk decomposition

Risk contribution

Each position's (or factor's) share of *total portfolio risk*, accounting for correlation. Component contributions sum to the total — unlike standalone position risk.

In depth

Each position's marginal contribution to total portfolio risk, scaled by its weight and correlation with the rest of the book. Component contributions sum to total risk — unlike standalone position volatilities.

Compute it with the API

POST /api/batch/analyze

# pip install riskmodels-py
client.batch_analyze(portfolio)

Full API docs ↗

In the methodology

Putting it together: the replication equation →

Referenced by (0)

No working paper references this concept yet.

Related concepts

Portfolio variance decompositionPortfolio attributionActive shareTracking errorBenchmark fitSharpe ratioDrawdown
← Portfolio variance decompositionPortfolio performance & risk decomposition · 2 / 8Portfolio attribution →
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