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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?

Thanks.

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Yes there is: “Equity at Risk 3.75%”

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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.

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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 .

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