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  1. Riskalyze
  2. Riskalyze
  3. Math and Methodology

Math and Methodology

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The math of Riskalyze and background on the questionnaire

  • How is the Risk Number Calculated?
  • Calculating the 95% Historical Range
  • The 95% Historical Range: Where’s the 5%?
  • Why Six Months for a Portfolio's Historical Range?
  • How is Tax Drag calculated?
  • Bonds: Methodology
  • Methodology: Limited Partnerships, ETC
  • How Does Riskalyze Handle Managed Futures?
  • Tactical Methodology
  • Extrapolation
  • Interval Fund Methodology
  • Market Assumptions in Riskalyze
  • Average Return Methodology
  • Qualitative vs. Quantitative Risk Tolerances