Portfolio Dynamics: Irrespective of whether or not a user alters its constituents, a portfolio is, by its very nature and the nature of the environment in which it exists, extremely dynamic. RiskSystem give its clients the ability to study the historical performance of their portfolio and compare it's performance to that of other market instruments.
1   Graphical Analysis
This allows the user to analyse the historical performance of their portfolio using a variaty of statistical techniques. In addition, the historical performance of the portfolio may be anaysed in combination with a user seleted instrument
2   Inter-Portfolio Graphical Analysis
This functionality allows the user to determine the statistical relationship (correlation etc) between their portfolio and a user selected risk sector. The output may then be ranked according to a number of criteria.
3   Sector Analysis
This functionality allows the user to determine the statistical relationship (correlation etc) between their portfolio and a user selected risk sector. The output may then be ranked according to a number of criteria.
3   Sector Analysis
This functionality allows the user to determine the statistical relationship (correlation etc) between their portfolio and a user selected risk sector. The output may then be ranked according to a number of criteria.
4   Risk Forecast
This functionality allows the user to investigate the performance of their portfolios from the perspective of Bregman Divergence type metrics. Typically these take into account the impact of the position covariance matrix and its evolution in evaluating the ex-post performance versus the ex-ante expectation.