Using Overview : Risk

Easily explore the composition of different factor categories and spot which factors are driving your portfolio’s factor risk.

Main Elements

  1. Time Horizon - Select the time frame (1M, 3M, 6M, 12M) from the dropdown selector. Or, select a custom time horizon by clicking on the dates.
  2. Gross Market Value (GMV) & Annualized Volatility - Quickly see your portfolio’s risk profile, including how factor risk has contributed to your portfolio’s overall risk. Click on the graph to see risk for that particular day.
  3. Factors vs Idiosyncratic - Your portfolio’s risk can be decomposed into idiosyncratic and factor risk. This graph displays what portion of your portfolio’s risk is composed of idio & factor risk, which what is driving your risk. Hover over the graph to see risk decomposed into style, sector, country, and currency on any day.
  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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