Value at Risk (VaR)
-2.31%
Tracking Error
1.12%
Portfolio Beta
1.47
Factor Exposure Count
12
| Model Name | Status | Started At | Actions |
|---|---|---|---|
| RiskModel-Alpha | Running | 2024-07-21 10:00 AM | |
| VolatilityForecaster | Completed | 2024-07-21 09:30 AM | |
| PortfolioOptimizer-V2 | Failed | 2024-07-21 09:00 AM | |
| CreditDefaultSwap-Model | Completed | 2024-07-20 05:00 PM | |
| MarketSentiment-NN | Running | 2024-07-21 10:15 AM | |
| EquityValuation-DCF | Completed | 2024-07-20 03:00 PM | |
| OptionsPricing-BSM | Completed | 2024-07-20 01:00 PM | |
| TimeSeries-ARIMA | Running | 2024-07-21 10:20 AM | |
| VaR-MonteCarlo | Failed | 2024-07-19 11:00 AM | |
| FactorAnalysis-PCA | Completed | 2024-07-19 10:00 AM |