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Risk
Risk

Overview : Risk decomposes your portfolio’s risk into factor and idiosyncratic risk.

Edgar Nuñez avatar
Written by Edgar Nuñez
Updated over 2 years ago

Using Overview : Risk

Easily explore the composition of different factor categories and spot which factors are driving your portfolio’s factor risk, including quick risk model selection and going "active" against a selected benchmark.

Main Elements

  1. Date Selection - Select the time frame (1M, 3M, 6M, 12M, Custom) from the date range dropdown selector.
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  2. Gross Market Value (GMV) | Reference Equity - Tracks this portfolio's total market value over time. If a reference equity is provided (corresponding to allocation, AUM), this graph will display the provided reference equity over time.
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  3. Factors vs Idiosyncratic - Your portfolio’s total risk can be decomposed into idiosyncratic and factor risk. This graph displays what portion of your portfolio’s total risk is composed of idiosyncratic vs factor risk. Hover over the graph to see risk decomposed into style, sector, country, and currency on any day.
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  4. Risk Trends - Understand how different factor risk aggregates, such as style or sector, have changed over time while being able to explore day-to-day risk values. Click on the aggregate values to see which factors are driving risk.

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