Axioma's Multi-Asset Class Risk Monitor

Axioma’s Risk Monitor report highlights recent trends in market and portfolio risk and the impact on a global multi-asset class portfolio.

The report includes:
• Recent multi-asset factor correlations and volatilities
• Treasury curves, yield histories, and exchange rate levels and volatilities
• Model portfolio risk analysis and stress tests

The report is available here.

Sample graphs include:
Factor correlations and changes in correlations
Sample Correlation Table

Portfolio Volatility Contributions by Risk Type
Factor Volatilities

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Axioma Risk is an award-winning enterprise-wide risk-management system that enables clients to obtain timely, consistent and comparable views of risk across the entire organization and across all asset classes.

Please contact us for more information about how it can help you gain insight into your investment process.

See Axioma Risk: The Next-Generation Risk Management System Axioma Risk