Portfolio Analytics

Stress Test
Risk Metrics

Risk analysis

Stress test

How would the portfolio perform through a financial crisis? The portfolio stress test is an estimate of portfolio losses under adverse scenarios.

Risk allocation

Find out how each portfolio component contributes to the overall portfolio risk. Using the risk allocation analysis, investors have a better view of their portfolio diversification and risk exposure.

Risk metrics

Kwanti Analytics offer a wide array of risk metrics, such as standard deviation, beta, ratios and drawdowns. These metrics are available both at the asset level and for the whole portfolio.