Daily Risk Summary
The daily risk summary shows three key metrics for a selection of assets, comparing today's values to yearly extremes. Each chart displays today's value (red), the year's maximum (blue), and the year's minimum (green).
Daily Risk
The average Value-at-Risk across all estimation methods. This represents the expected daily loss at the 99% confidence level, aggregated across different statistical approaches.
Model Risk
The model risk ratio - the highest risk forecast divided by the lowest. When models disagree significantly, this ratio is high, indicating greater uncertainty in the risk estimate.
Worst Quarter-Century Drop
The expected worst loss we would see once every 25 years, calculated using EVT. This captures tail risk beyond what standard VaR models measure. See risk for more details.