Risk Monitoring
Ex-ante risk
Ex-Ante Portfolio Vol
0.62
Ex-Ante Portfolio Volatility
$749,865
Ex-Ante Portfolio VaR 95%
-0.88
Ex-Ante Portfolio VaR 95%
-$1,061,309
Ex-Ante Portfolio ES 95%
-1.41
Ex-Ante Portfolio ES 95%
-$1,693,965
Portfolio Vol (USD) Daily
$47,237
VaR 95% (USD) Daily
-$66,856
ES 95% (USD) Daily
-$106,710
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Portfolio Vega Exposure
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By Currency
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