It’s displayed in the “DARWIN Info” section of the Asset Management Terminal.
We’re also introducing a new concept called VaR ratio.
Considering that the formula of the Risk Manager is:
Lev (investor) = Lev (trader)* (target VaR/strategy VaR)*f
The formula for the VaR ratio is:
VaR Ratio = (Target VaR/Strategy VaR)
As you can see, it’s the leverage ratio between DARWIN and underlying strategy as long as f=1 which is when the Risk Manager does not intervene. E.g. if the VaR ratio is 2, the DARWIN will trade with double the leverage than the strategy.
For a detailed explanation of how the risk of DARWIN assets is managed, please visit the relevant Knowledge Base article.
We hope this information proves useful! We’ll continue improving the management terminal !