Risk in the context of this document is defined as marginal contribution to total portfolio risk (MCTR). Please read definitions here: Risk Attribution
Everysk always calculates MCTR per individual position. Then, we can aggregate according to various bucketing schemes, such as market capitalization.
The following table defines labels adopted in the visualizations:
|Label||Market Capitalization (in $ billions)|
|Mega Cap||> 50|
|Large Cap||10 - 50|
|Small Cap||0.25 - 2|
|Micro Cap||< 0.25|