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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.
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