Risk Monitoring
Ex-ante risk
Ex-Ante Portfolio Vol
0.77
Ex-Ante Portfolio Volatility
$824,455
Ex-Ante Portfolio VaR 95%
-1.04
Ex-Ante Portfolio VaR 95%
-$1,112,692
Ex-Ante Portfolio ES 95%
-1.73
Ex-Ante Portfolio ES 95%
-$1,845,349
Portfolio Vol (USD) Daily
$51,936
VaR 95% (USD) Daily
-$70,093
ES 95% (USD) Daily
-$116,246
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Portfolio Vega Exposure
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By Currency
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