The pdf link below is an illustration of the composite risk report for a sample DM long-only fund.  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 LonePine13F PDF

 

Note: calculations Risk Advisors, data Bloomberg

Proprietary and confidential to Risk Advisors