Articles on: Risk Analytics

What can I do on the Risk Backtest page?

illio Backtest works by taking the current positions as of today and taking them back either 260 or 100 business days to then calculate performance and volatility

Here are the main things you can do on this page:

View Daily Backtest and Benchmark Volatility
View distributions of Backtest returns
View a scatter chart of Annualised Return vs Volatility (daily) showing data points for your portfolio, selected index and asset classes
View Simulated 1 year return versus 260-day volatility (over time)

A few tips to help you make the most of our Risk Backtest page:

Hovering over the bars on the distribution chart gives a breakdown of the % move frequency
Hover over the asset class bubbles in the Annualised Return vs Volatility chart to see statistics
Toggle between 100 and 260 business days using the button on the top left

Updated on: 16/03/2023

Was this article helpful?

Share your feedback


Thank you!