TITAN PROTECT · MARKET INTELLIGENCE
Risk HeatmapRisk Intelligence
Sector-level risk aggregation: where does portfolio risk concentrate? Average VaR, CVaR, volatility, and drawdown metrics grouped by sector for macro risk management.
This heatmap answers the portfolio manager's first question: where is my risk concentrated? By aggregating individual ticker VaR figures by sector, you can identify which sectors carry outsized tail risk and which provide natural hedging properties. Pair with the Sector Regime Map to see where risk and trend intersect.
Sector Risk Heatmap
Average risk metrics per sector — sorted safest to riskiest
| Sector | Avg VaR 95% | Avg CVaR 95% | Avg Ann. Vol | Avg Max DD | Avg Sortino | Worst Day Avg | # Tickers |
|---|---|---|---|---|---|---|---|
| Healthcare | -824.08% | -1,463.30% | 10,782.51% | -6,143.73% | 0.23 | -48.65% | 460 |
| Technology | -670.96% | -1,232.68% | 8,945.27% | -5,869.56% | 0.27 | -36.90% | 364 |
| Consumer Cyclical | -511.07% | -951.06% | 6,438.05% | -4,894.54% | 0.01 | -27.17% | 336 |
| Basic Materials | -489.13% | -768.73% | 5,809.26% | -4,661.74% | 0.51 | -21.91% | 226 |
| Energy | -438.24% | -715.63% | 5,057.59% | -4,204.98% | 0.49 | -18.47% | 197 |
| Information Technology | -429.14% | -691.40% | 4,919.11% | -4,690.90% | 0.57 | -20.47% | 114 |
| Communication Services | -405.53% | -701.68% | 5,053.76% | -4,317.69% | 0.31 | -21.67% | 185 |
| Industrials | -403.34% | -653.30% | 4,798.06% | -4,091.76% | 0.46 | -19.50% | 572 |
| Consumer Defensive | -364.47% | -612.79% | 4,319.07% | -4,089.82% | 0.02 | -17.65% | 150 |
| Financial Services | -358.81% | -581.55% | 4,216.14% | -3,301.96% | 0.65 | -16.07% | 641 |
| Consumer Discretionary | -322.12% | -495.37% | 3,540.76% | -3,836.29% | 0.17 | -13.97% | 99 |
| Materials | -298.75% | -501.66% | 3,980.17% | -3,679.38% | 0.26 | -19.52% | 81 |
| Health Care | -293.07% | -474.86% | 3,249.83% | -3,908.66% | -0.01 | -14.00% | 104 |
| Real Estate | -290.86% | -476.59% | 3,383.43% | -3,204.18% | 0.45 | -12.11% | 281 |
| Utilities | -272.35% | -413.48% | 2,931.35% | -2,697.41% | 0.82 | -10.32% | 125 |
| Financials | -257.80% | -410.96% | 2,808.66% | -2,810.03% | 0.70 | -10.62% | 171 |
| Commodity ETF | -246.64% | -413.04% | 2,736.88% | -2,279.29% | 1.12 | -12.30% | 17 |
| Consumer Staples | -242.65% | -379.44% | 2,648.85% | -3,279.59% | -0.00 | -10.44% | 85 |
| ETF | -210.56% | -309.76% | 2,158.40% | -2,222.80% | 1.20 | -6.71% | 35 |
| Sector ETF | -184.85% | -268.29% | 1,833.50% | -1,797.20% | 1.04 | -6.64% | 10 |
| Mutual Fund | -127.42% | -180.76% | 1,267.33% | -1,477.50% | 2.02 | -3.89% | 6 |
| Fixed Income ETF | -51.92% | -76.02% | 551.00% | -302.00% | 1.35 | -1.22% | 1 |
10 Highest-Risk Securities
Individual tickers with largest tail risk
| Sector | Ticker | Company | VaR 95% | CVaR 95% | Ann. Vol | Worst Day | Max DD |
|---|---|---|---|---|---|---|---|
| Healthcare | VAXX | Vaxxinity, Inc. | -46,051.70% | -52,906.82% | 346,536.00% | -690.78% | -9,997.00% |
| Consumer Cyclical | CREVF | Carbon Revolution Public Limited Company | -13,862.94% | -30,205.75% | 140,193.00% | -460.52% | -9,999.00% |
| Technology | SRAX | SRAX, Inc. | -13,862.94% | -24,713.69% | 139,371.00% | -511.60% | -9,993.00% |
| Technology | TIOG | Tingo Group, Inc. | -13,596.26% | -24,959.36% | 148,053.00% | -570.38% | -9,985.00% |
| Healthcare | SHWZ | Medicine Man Technologies, Inc. | -13,567.36% | -22,112.58% | 123,124.00% | -438.20% | -10,000.00% |
| Financial Services | CALA | Calithera Biosciences, Inc. | -10,986.12% | -20,937.26% | 115,686.00% | -482.83% | -9,980.00% |
| Financial Services | FRCB | First Republic Bank | -10,498.22% | -13,110.18% | 83,916.00% | -201.49% | -9,925.00% |
| Energy | ENSV | Enservco Corporation | -7,884.57% | -18,676.99% | 102,636.00% | -431.75% | -9,993.00% |
| Consumer Cyclical | FXLV | F45 Training Holdings Inc. | -7,884.57% | -17,819.74% | 104,021.00% | -460.52% | -9,997.00% |
| Financial Services | FRBKQ | Republic First Bancorp, Inc. | -6,931.47% | -12,436.46% | 75,609.00% | -519.30% | -9,990.00% |
10 Lowest-Risk Securities
Individual tickers with smallest tail risk
| Sector | Ticker | Company | VaR 95% | CVaR 95% | Ann. Vol | Worst Day | Max DD |
|---|---|---|---|---|---|---|---|
| Industrials | ADERY | Aida Engineering, Ltd. | — | -103.04% | 1,790.00% | -10.81% | -1,787.00% |
| Utilities | AEMMY | A2A S.p.A. | — | -58.79% | 3,570.00% | -6.24% | -775.00% |
| Financial Services | AFNIC.AB | Al Fujairah National Insurance Company P.J.S.C | — | — | 347.00% | 0.00% | — |
| Technology | AGILQ | AgileThought, Inc. | — | -5,101.21% | 56,389.00% | -470.95% | -9,917.00% |
| Financial Services | AOZOY | Aozora Bank, Ltd. | — | -312.20% | 2,672.00% | -11.58% | -2,661.00% |
| Financial Services | ARIG.BH | Arab Insurance Group (B.S.C.) | — | -187.13% | 2,405.00% | -22.31% | -2,344.00% |
| Technology | ASOZY | Asseco Poland S.A. | — | -368.99% | 4,791.00% | -27.74% | -3,751.00% |
| Healthcare | ATHXQ | Athersys, Inc. | — | -5,614.41% | 50,250.00% | -313.55% | -9,983.00% |
| Industrials | ATTOF | Atento S.A. | — | -7,860.30% | 60,123.00% | -284.16% | -9,917.00% |
| Industrials | BASREC.BH | The Bahrain Ship Repairing and Engineering Company BSC | — | -105.86% | 1,474.00% | -10.54% | -1,388.00% |
Data sourced from Titan Protect analytics database. Updated: 2026-06-05 13:29 UTC.
This page is for informational purposes only and does not constitute financial advice.
Past performance is not indicative of future results. Always conduct your own research.