A portfolio component represented either by a financial product, which can be traded between financial counterparties, or an index, which can be accurately tracked by a financial product.
A financial product or an index constructed to ensure significant performance increase in times of financial crisis.
A table of components, which the portfolio is invested in, with the proportions of the total portfolio amount and individual Components Performance, Volatility and Sharpe Ratio.
Drawdown is a measure of the downside risk of a portfolio. It is peak-to-trough decline during a specific recorded period of an investment, fund or commodity. It can be applied directly to the size of the portfolio giving an estimate of how much money you could lose at some intermediate point during the life of the investment strategy. Maximum drawdown is the maximum loss from a peak to a trough of a portfolio.
The Sharpe Ratio is a risk-adjusted measure of return that is used to evaluate the performance of a portfolio. The ration helps to make the performance of one portfolio comparable to that of another by making an adjustment for the level of risk associated with the underlying assets held within the portfolio.
A common statistical measure used to assess the risk levels of different investments. It is an annualized figure measuring the dispersion of monthly returns around the average monthly return of that security. If a portfolio has high volatility, this suggests a greater variation of returns.