The pdf link below is an illustration of the composite risk report for a fictitious L/S portfolio. This includes:
- exposure and volatility analysis
- exposure and ticker dissection across fundamental factor spectra
- historical stress testing
- liquidity analysis
- stock-level stop-loss safeguards
- stock-level alpha analysis
Bottom-up Risk Report FICTION PDF
Note: calculations Risk Advisors, data Bloomberg
Proprietary and confidential to Risk Advisors