How is risk aggregated by Dividend Yield?¶
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 dividend yield.
The following table defines labels adopted in the visualizations:
| Label | Dividend Yield (in %) |
|---|---|
| '0-0.5 %' | 0.0 to 0.49 |
| '0.5-1 %' | 0.5 to 0.99 |
| '1-2 %' | 1.0 to 1.99 |
| '2-3 %' | 2.0 to 2.99 |
| '3-5%' | 3.0 to 4.99 |
| '>5 %' | >= 5.00 |