This template computes the residual Marginal contribution to total risk (MCTR), after projecting to 4 different factor models, namely: asset classes, GICS sectors, smart betas (momentum, quality, value and low volatility) and value+growth factors.
This template computes the residual Marginal contribution to total risk (MCTR), after projecting to 4 different factor models, namely: asset classes, GICS sectors, smart betas (momentum, quality, value and low volatility) and value+growth factors.