Numerous key figures can be used in the Infront Portfolio Manager for risk analysis: Volatility, Sharpe and Treynor ratios, beta factors, duration, but also the common variants of value at risk (VaR). As the latter key figure in particular illustrates risk well and is therefore very popular, the Infront Portfolio Manager can also analyze any portfolio segments from this perspective in addition to the overall portfolio. This allows you to determine the estimated market loss in advance and counteract portfolio risks.
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Key risk figures -
Evaluations of the key figures -
Value at risk -
Duration analysis -
Beta factor analysis -
Risk-return diagram (benchmark) -
Report Duration Analysis -
Report beta factor analysis -
Risk profile analysis report -
Report utilization risk limit -
Report Risk contribution per investment instrument -
Report Risk-return diagram