Risk Monitoring
Ex-ante risk
Ex-Ante Portfolio Vol
0.70
Ex-Ante Portfolio Volatility
$433,159
Ex-Ante Portfolio VaR 95%
-0.97
Ex-Ante Portfolio VaR 95%
-$599,812
Ex-Ante Portfolio ES 95%
-1.62
Ex-Ante Portfolio ES 95%
-$1,007,612
Portfolio Vol (USD) Daily
$27,286
VaR 95% (USD) Daily
-$37,785
ES 95% (USD) Daily
-$63,474
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Portfolio Vega Exposure
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By Currency
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