Volatility Target Position Sizer

Current Portfolio Volatility (% p.a.)

Target Portfolio Volatility (% p.a.)

Strategy Volatility (% p.a.)

Correlation vs Portfolio -1 to 1

Capital Base (₹)

Max Allocation (%)

Leverage = weight on strategy. Resulting vol assumes strategy replaces cash allocation. Max allocation caps exposure.

Suggested Weight

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Capital to Deploy

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Resulting Volatility

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Vol Gap

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Leverage Factor

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Max Allocation

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Weight vs Portfolio Vol

Shows how target vol is hit as strategy weight changes. Hover to inspect.

Weight (%)	Portfolio Vol (%)	Capital (₹)