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