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