Leverage Metrics Field
Extracts one field from portfolio leverage metrics.
Extracts one field from portfolio leverage metrics.
When to use
Use it when a downstream calculation or message needs one leverage measure from the structured result.
Example
Extract resulting gross leverage after Rebalancer and compare it with a review threshold.
Separate leverage dimensions
Feed Rebalancer: Leverage Metrics into this extractor and select Gross Leverage, Net Leverage, Max Position Leverage, Margin Used Percent, or Constraint Violations. In an illustrative result, gross leverage 1.4 and net leverage 0.2 answer different questions: gross describes total absolute exposure, while net reflects long exposure offset by short exposure. A low net value does not imply low gross exposure. Read the field's unit before setting a guard threshold, and examine Constraint Violations for the specific limits involved rather than treating a single ratio as the whole risk report.
Common problems
Confirm that the upstream node produced leverage metrics. Do not replace the corresponding control outcome with this data value.
Next steps
Review the generated Parameters, Outcomes, and Data Ports on this page, then open the related guides for the complete workflow.
Related documentation
- RebalancerTurns valid target weights into a Portfolio rebalance result.
- Leverage ConstraintChecks or adjusts target weights against configured leverage limits.
- Portfolio rebalance with risk limitsUnderstand a Portfolio pattern that filters an asset universe, calculates target weights, applies constraints, and rebalances.