Portfolio optimization under constraints is a functional feature to prod the weaknesses of an invested portfolio with marginal shifts in weights and selection, enhancing diversification
How to evaluate projected investments in a portfolio - their contribution to performance and their impact on exposure to risk and on distribution, both linked to correlation with current portfolio components
With the potential impact of proposed investments and with the generation of multiple optimized portfolios, investors gain valuable insights on the projected performance and risk exposure of their portfolios
With persistent market turbulence, small-caps have dropped by 18.5% over a single month and continue to perform significantly worse than our large cap segment. Our sector dashboard confirms the trends
After a marked pull-back mid-September, our small cap segment of 240 companies has been dropping again sharply on Dec. 4, slumping by approx. 20% for the quarter, and possibly front-running further market turbulence