This template computes various portfolio statistics, such as: volatility, value-at-risk (VaR), conditional value-at-risk (CVaR), Liquidity (DTU-days to unwind), gross exposure and net exposure per position.
This template computes various portfolio statistics, such as: volatility, value-at-risk (VaR), conditional value-at-risk (CVaR), Liquidity (DTU-days to unwind), gross exposure and net exposure per position.