Portfolio & Risk
Example portfolios, risk and drawdown, and cross-asset portfolio views.
110 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| PRT-042 | Cash weight and opportunity gap While cash was held, what is the historical gap versus the user-selected alternative asset? | Portfolio (example holdings) | Area | Catalogue #771 P3 | Sample |
| PRT-044 | Active management information ratio Is the excess return earned over the benchmark enough to compensate for the tracking risk? | Portfolio (example holdings) | Line | Catalogue #799 P3 | Sample |
| PRT-050 | Reconcilable detail for the monthly portfolio report Can this performance report be recomputed item by item from trades, prices and exchange rates? | Portfolio (example holdings) | Table | Catalogue #800 P3 | Sample |
| RSK-026 | Residual and idiosyncratic risk How much volatility remains after removing the market factor? | Risk and drawdown | Line | Catalogue #819 P4 | Sample |
| RSK-030 | Ulcer Index How painful is spending long periods in drawdown? | Risk and drawdown | Line | Catalogue #820 P4 | Sample |
| RSK-042 | Worst-day exclusion sensitivity How much does long-term return depend on a few extreme days? | Risk and drawdown | Line | Catalogue #821 P4 | Sample |
| PRT-043 | Sector allocation and stock selection attribution Does more of the excess return come from choosing the right sectors or from stock selection within sectors? | Portfolio (example holdings) | Waterfall | Catalogue #840 P4 | Sample |
| PRT-046 | Worst trading day P&L breakdown Which positions caused the portfolio's largest one-day loss? | Portfolio (example holdings) | Waterfall | Catalogue #841 P4 | Sample |
| PRT-041 | Trade hit rate and profit/loss ratio For closed investment trades, how often do they make money, and how large are the gains and losses? | Portfolio (example holdings) | Scatter | Catalogue #855 P4 | Sample |
| PRT-045 | Portfolio deviation risk versus benchmark Are my active holdings diverging further from the benchmark? | Portfolio (example holdings) | Multi-series | Catalogue #856 P4 | Sample |
| PRT-048 | Risk change after reducing a position If a concentrated position is reduced, how do the allocation and historical volatility estimate change? | Portfolio (example holdings) | Multi-series | Catalogue #857 P4 | Sample |
| RSK-014 | Rolling skewness Are recent returns skewed toward sharp falls or sharp rises? | Risk and drawdown | Line | Catalogue #960 P4 | Sample |
| RSK-015 | Rolling excess kurtosis Are extreme moves more frequent than a normal model implies? | Risk and drawdown | Line | Catalogue #961 P4 | Sample |
| RSK-029 | Semivariance and total variance Does volatility come mainly from upward or downward moves? | Risk and drawdown | Stacked bar | Catalogue #962 P4 | Sample |
| RSK-034 | Tail gain-to-loss ratio Are the tails of the best and worst returns symmetric? | Risk and drawdown | Bar | Catalogue #963 P4 | Sample |
| RSK-035 | VaR backtest exceedance chart How many times did the historical risk model underestimate losses? | Risk and drawdown | Calendar | Catalogue #964 P4 | Sample |
| RSK-036 | Normal vs historical VaR comparison Does assuming a normal distribution underestimate the tail? | Risk and drawdown | Line | Catalogue #965 P4 | Sample |
| RSK-037 | EWMA volatility vs simple volatility How does weighting recent moves more heavily change the risk estimate? | Risk and drawdown | Line | Catalogue #966 P4 | Sample |
| RSK-043 | Risk stability across sample periods Do risk conclusions depend on which period of history is chosen? | Risk and drawdown | Heatmap | Catalogue #967 P4 | Sample |
| RSK-044 | Return confidence interval How uncertain is the estimated average return? | Risk and drawdown | Range | Catalogue #968 P4 | Sample |
| RSK-045 | Block-resampled drawdown scenarios What drawdowns would result from reshuffling similar historical segments? | Risk and drawdown | Range | Catalogue #969 P4 | Sample |
| RSK-046 | Volatility clustering chart Does high volatility usually persist for a while? | Risk and drawdown | Heatmap | Catalogue #970 P4 | Sample |
| RSK-048 | Risk data sample coverage Which risk estimates cannot be compared because of insufficient history? | Risk and drawdown | Table | Catalogue #971 P4 | Sample |
| RSK-032 | Omega return-threshold ratio How do upside and downside compare across different return thresholds? | Risk and drawdown | Line | Catalogue #996 P4 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.