Besides shorting – what can cause the weighting of assets in an allocation statistic to get negative?
Negative numbers in the asset allocation The asset allocation is one of the most important components of a portfolio reporting as it represents the individual investment strategy. The percentage distribution of e.g. stocks, bonds, commodities and cash indicates the level of risk and thus the expected return. Most of our customers use asset allocations within […]
We already explained the Market Risk Measure (MRM) calculation for Category 2 and Category 3 PRIIPs in our last several blog posts. In this article we want to complete the explanation of the MRM calculation requirements by showing the MRM classification for Category 1 and Category 4 PRIIPs. Category 1 There are two possibilities for […]