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Volatility of a DARWIN portfolio

I am looking at the Portfolio tool. I can see the performance of my demo portfolio but I am surprised it doesn’t show the volatility figures for the Darwins and the portfolio? Is it somewhere?

I thought the idea of portfolios was too reduce volatility so am just surprised this is not a metric on this page?



Yes there is: “Equity at Risk 3.75%”


Thanks, not sure how that is calculated but it doesn’t sound like the standard deviation of the 3 Darwins, which would be much higher. It is likely the stdev of the portfolio including the cash element?

I actually found the below on a different page which helps to show the reduction in volatility but would be nice to see all the volatility figures together of each Darwin and the combined portfolio.

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I think max portfolio risk is something useless.
Equity at risk is the monthly VaR of the portfolio and depends on number and uncorrelation of darwins.


My understanding is that the main portfolio volatility figure is portfolio VAR, as @CavaliereVerde points out. Portfolio managers can come up with their own volatility measures leveraging the #darwin-api .