Risk Targeted Portfolios

A Revolution In Risk Measurement 

Omega Metrics® Value at Risk and Expected Shortfall technology has completely transformed risk measurement. 

Our tail models provide unprecedented accuracy in measurements of downside risk from daily and multi- day price histories. 

These risk measures are much more informative than standard deviation and allow much more efficient risk-balancing within portfolios. 

As an example, we compare the performance of a state of the art ‘risk parity’ fund with the performance of the simplest possible equity bond portfolio managed with state of the art risk technology to balance the portfolio risks.