RiskGrades - Portfolio

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The portfolio screen allows the user to view the risk statistics of their portfolio. One may select to view the results as a table, or in graphical mode. Click on the printer icon to get a version of the page specially formatted for printing. Each statistic is defined in the definitions section at the bottom of the page. Click on any statistic to sort by it within each asset class. Each portfolio is available in four different views, available through the "Portfolio Views" menu, explained below.

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SamplePortfolio Set as default

This portfolio's RiskGrade™ of 41 suggests Balanced Plan investment strategy.
Diversification benefits have lowered this portfolio's risk by 34%.
This portfolio is 0.41 times as volatile as the S&P - S&P 500 Index.

Portfolio
Views CC RA GV FA RR PR

Symbol Risk
Grade™ Risk Impact XLoss XLoss % % of Holding Market Value Risk
Chart™

BT.A 214     0%     $2     5.69%     0.16%     $30

DBK 180     20%     $396     4.72%     45.25%     $8,395

GE 150     9%     $116     4.12%     15.21%     $2,822

MSFT 154     3%     $56     4.06%     7.43%     $1,378

WMT 135     13%     $162     2.73%     31.95%     $5,929

Equities 120     46%      $530      2.86%      20.62%      $18,554

FMAGX 103     41%     $574     3.02%     33.64%     $18,985

MNNAX 116     5%     $65     3.21%     3.58%     $2,018

PSNYX 15     -6%     $191     0.54%     62.78%     $35,425

Mutual Funds 35     40%      $597      1.06%      62.71%      $56,428

USD 0     0%     $0     0.00%     100.00%     $15,000

Cash 0     0%      $0      0.00%      16.67%      $15,000

Portfolio 41          $1,009     1.12%          $89,982

Diversification Benefit 22          $553     35.42%

MNNAX, Munder Series Trust: Munder Internet Fund; Class A Shares

PSNYX, Dreyfus Premier New York AMT-Free Municipal Bond Fund; Class A Shares

MSFT, Microsoft Corp

Collapse Portfolio

FMAGX, Fidelity Magellan Fund

WMT, Wal-Mart Stores Inc

BT.A, British Telecom

GE, General Electric Co

DBK, Deutsche Bank N

Portfolio Views

CC - Go to our Chart Center to graph a RiskChart™ of how risky your current portfolio has performed historically. You can also view portfolio Performance Charts, StreakCharts, and RangeCharts.

RA - Click on our Risk vs. Return chart and determine if you're being fairly compensated for the amount of risk you're taking.

GV - View your portfolio holds as a series of charts - portfolio level, asset class level, and instrument level.

FA - Analyze your investment style against benchmark indices. Perform a factor analysis to explore your sector weightings and risk levels, as well as your asset class weightings and risk levels.

RR - Perform a RiskRanking of your portfolio. See how your portfolio compares against other benchmark indices and portfolios.

PR - (Advisor Services subscription only) Create customized printer friendly reports for your clients.

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Index RiskGrades

Index

RiskGrade

Month Change

NASDAQ (COMP)

109

-8.9%

Index RiskGrades

Index

RiskGrade

Month Change

Dow Jones(DJI)

105

1.9%

Index RiskGrades

Index

RiskGrade

Month Change

S&P 500 (SPX)

101

-2.4%

View your portfolio holds as a series of charts - portfolio level, asset class level, and instrument level.

Go to our Chart Center to graph a RiskChart™ of how risky your current portfolio has performed historically. You can also view portfolio Performance Charts, StreakCharts™, and RangeCharts™.

Perform a RiskRanking™ of your portfolio. See how your portfolio compares against other benchmark indices and portfolios.

The portfolio RiskGrade™ provides a convenient way for you to understand how the risks of the various assets in your portfolio combine with each other to produce one overall risk profile. The portfolio RiskGrade™ Measure is a function of each asset's RiskGrade™ Measure, the correlation of the assets with each other, and the size of the position in each asset.

Analyze your investment style against benchmark indices. Perform a factor analysis to explore your sector weightings and risk levels, as well as your asset class weightings and risk levels.

The RiskImpact™ of an asset measures how your portfolio RiskGrade™ would change if the position was removed - that is, if the position was closed out and the proceeds kept in cash.Investors can use RiskImpact™ to identify concentration risks and measure the change in a portfolio's total RiskGrade™ if a position were to be sold.

Print a formatted version of this page.

XLoss™ is how much money you could lose due to extreme market movements. Long term investors tend to ignore short term market fluctuations, however for those who may need access to cash in the near future, XLoss™ helps to measure how much market movements may impact your portfolio's value.

Get a RiskChart™ graph of how risky your current holdings were historically.

(Advisor Services subscription only) Create customized printer friendly reports for your clients.

For equities and mutual funds, your market value is determined by the number of shares you hold, times the most recent closing price for that asset. For bonds, RiskGrades™ Measurement Tools determines the value of your holdings from government or corporate benchmark yield curves. To calculate the value of an option, RiskGrades™ Measurement Tools uses the Black-Scholes Option Pricing Model that considers the stock price, strike price and expiration date, risk-free return, and the standard deviation of the stock's return. All cash balances will valued at the exchange rate of your portfolio's base currency.

Diversification benefit is the risk reduction due to having your funds allocated to multiple investments. The portfolio RiskGrade™ Measure will always be less than the weighted average RiskGrade™ Measure of its components because it is unlikely that all investments will go sour at the same time.

Click on our Risk vs. Return chart and determine if you're being fairly compensated for the amount of risk you're taking.

ReturnGrade™ provides a return measure adjusted for risk. ReturnGrade™ is a coefficient that reflects performance scaled for risk. A higher ReturnGrade™ suggests a higher quality of return. Rather than focusing on maximizing returns, the smart investor selects opportunities that are attractive based on their return on risk. This is important because sometimes the promise of a big return, simply may not be worth the risk.

RiskGrades™ measure your market risk by quantifying the volatility of your financial assets. RiskGrade™ Measures generally range from 0 to over 1000, where 100 corresponds to the average risk of a diversified index of global equities. RiskGrade™ Measures are standardized, allowing for an "apples to apples" comparison of investment risk across all asset classes and regions. Thus, we can say that a Brazilian stock with a RiskGrade™ Measure of 300 is six times as risky as a Japanese Bond Fund with a RiskGrade™ Measure of 50.

XGain is the amount of money your investment is likely to appreciate during a good day in the market. Opposite of XLoss, XGain is the POSITIVE reflection of market volatility. Statistically, gains of this magnitude will happen approximately one out of every 20 trading days.

The 3-year return is the change in value of an asset over 3 calendar years, expressed as a percentage.

The 5-year return is the change in value of an asset over 5 calendar years, expressed as a percentage.

The three-month return is the change in value of an asset over 3 calendar months, expressed as a percentage.

The one-month return is the change in value of an asset over 1 calendar month, expressed as a percentage.

The percentage of a given asset with respect to its asset type. For example, if IBM's '% holding' value is equal to 75%, it means IBM makes up 75% of your portfolio's total equity holdings.

The 1-year return is the change in value of an asset over one calendar year, expressed as a percentage.

This statistic can help clients assess the gain that would occur, given an extreme market condition to the upside. Extreme market conditions are said to occur approximately one out of every 20-business days. The XGain percentage is calculated as the XGain of an asset divided by the market value of that asset.

The six-month return is the change in value of an asset over 6 calendar months expressed as a percentage.

The 3-year RiskGrade is a measure of risk over a 3-year time horizon. Longer-dated RiskGrades are ideal for investors who wish to analyze the risk of a security or portfolio without the bias created by short-term market fluctuations.

The 1-year RiskGrade is a measure of risk over a 1-year time horizon. Longer-dated RiskGrades are ideal for investors who wish to analyze the risk of a security or portfolio without the bias created by short-term market fluctuations.

The 5-year RiskGrade is a measure of risk over a 5-year time horizon. Longer-dated RiskGrades are ideal for investors who wish to analyze the risk of a security or portfolio without the bias created by short-term market fluctuations.

This statistic can help clients assess the loss that would occur on an asset, given an extreme market condition. Extreme market conditions are said to occur approximately one out of every 20-business days. The XLoss percentage is calculated as the XLoss of an asset divided by the market value of that asset.