Cumulative Performance
Portfolio
V60A
VWCE
Fund Performance
Quantica
Asgard
Saxo
Drawdown
Portfolio
V60A
VWCE
Performance Comparison
| Metric | Portfolio | V60A | VWCE |
|---|
Risk Metrics
| Metric | Portfolio | Quantica | Asgard | Saxo | V60A | VWCE |
|---|
Value at Risk (Weekly)
| Metric | Portfolio | Quantica | Asgard | Saxo |
|---|
Weekly Returns — Portfolio
Positive
Negative
Fund Allocation
Asset Class Allocation
Portfolio Value Over Time
Total Value (DKK)
Correlation Matrix
Pearson correlation of weekly returns. Only periods where all series have data are used.
Key Insights
Risk Parity Rebalancing
Target weights based on inverse volatility (risk parity). Flag when deviation > ±5pp.
| Asset Class | Current (DKK) | Current % | Vol (Ann.) | Target % | Deviation | Rebalance (DKK) | Signal |
|---|
Stress Test Scenarios
Portfolio impact = Σ(asset allocation × scenario shock)
| Scenario | Equities Shock | Bonds Shock | Gold Shock | CTAs Shock | Portfolio Impact |
|---|
Asset Class Contributions
| Scenario | Equities | Bonds | Gold | CTAs | Total |
|---|