Risk discipline the desk publishes.
One page for the four numbers an allocator reconciles first: VaR vs. its published budget, leverage vs. its ceiling, gross and net exposure broken down by asset, and the running drawdown against the documented cap. Each panel reads the same number the desk's reports read — and points at the live artifact it derives from.
What lives here
- VaR vs. published budget and budget consumed.
- Leverage vs. published gross ceiling.
- Gross & net exposure per asset, published directional views.
- Running drawdown vs. documented threshold, with headroom.
VaR vs. budget · leverage vs. ceiling · exposure per asset · drawdown against the published threshold.
Risk discipline · live readout
Loading live readout…Methodology
How each panel is computed.
VaR vs. budget
One-day, 95% historical VaR computed over the trailing 90-day daily-return distribution. Compared to the desk's published budget of −1.20% so an allocator sees both the current loss magnitude AND the headroom against the documented worst-day allowance.
Leverage vs. ceiling
Gross exposure divided by NAV, expressed in NAV multiples. The published ceiling is 2.5× and the panel renders gross / cap and the dollar NAV + gross book behind it so the % figure is independently re-derivable.
Exposure methodology
Per-asset gross and net exposure is published, not negotiated. Gross splits by documented asset bucket (BTC / ETH / SOL / stable & basis); net is the directional view expressed inside the gross. All four rows reconcile to NAV. Same figures feed the daily treasury report.
Drawdown threshold
The drawdown cap is the desk's published, non-negotiable circuit-breaker. The dashboard renders the current running level against the cap so an allocator can see the headroom AND the peak date the running drawdown is measured from.
Speak with the desk
Request the allocator brief
The brief bundles the published VaR budget, leverage ceiling, exposure bands, and the drawdown cap — alongside the most recent signed daily PnL manifest and a methodology note — sent before any pitch conversation.