NewPro
Custom shock in the simulator by asset class, sector and region
In the simulator you can set your own assumptions for a price shock, by asset class, sector or region. The result shows the effect on the real and on the simulated portfolio.
For whom: Pro
What is new
The simulator has a Custom shock section. There, sliders set assumptions in percent, by asset class, by sector or by region. Funds are looked through proportionally, by their sector and country weights. Sectors and regions only appear if they occur in the portfolio.
The result is called Estimated effect and shows the real and the simulated portfolio side by side. A list shows which positions carry the most. The part of the portfolio without an assignment is not calculated as zero but reported, and it is not included in the result. The calculation is linear, without interactions, and not a forecast. Up to 10 shocks can be saved by name and loaded again.
What this means for you
The real crises in the simulator use the actual prices of each position. The custom shock uses assumptions that you set yourself. The simulator is part of Pro, and on the Free plan the page shows a preview.
Where to find it
The section is at the end of the Simulator page. It appears in Advanced mode, and the Simple and Advanced switch sits in the sidebar.
This entry describes an edgio feature. It is not investment advice. Disclaimer