Key risk figures for segments

Module "Portfolio Service Extended Portfolio Analysis"

This analysis presents the key risk figures at segment level. You can find the evaluation in the workspaces of groups, owners, portfolios and securities accounts on the "Risk" worksheet, "Risk key figures".

The segment variantis intended for owners and performs attribution. In particular, the benchmark is not named here, as each segment is only allocated a part of the benchmark (the corresponding benchmark segment) and there is therefore no reasonable designation.

The columns in the "Segment risk figures" evaluation correspond to those in the evaluation Key risk figures portfolio.

There is also a Risk-return diagram VaRfor the "Risk key figures segments" evaluation, which you can open by clicking on the "Risk/return chart" tab at the bottom.