Risk Matrix

The Risk Matrix gives a breakdown of the risk by asset class and portfolio. Please note that the "Main" portfolio aggregates all the positions of the other portfolios and may have positions itself. If you require a more detailed breakdown by risk sector please click on the Asset Class names (Equity etc).

Component Risk

The Component Risk of a particular risk sector (in this case the Asset Class) is that part of the portfolio risk that can be attributed to that particular risk sector. Its particular value is in the fact that the sum of the component risks is the overall portfolio risk. As such the component risk give an insight into the actual diversification of the portfolio by risk sector.

Sector Risk

This shows the relative magnitudes of the risk in each asset class.

Time Series Data

This functionality gives either the distibution or the time series graph of the implied historical returns (Absolute) or P/L (Cash) of the fund. To change from one to the other just click on the title. If you would like more portfolio based time series functionality, please use the Portfolio Dynamics -> Portfolio Graphical Analysis option in the lower band of drop down menus.