A Division of Windham Capital Management, LLC

Distributions under Joint Probability of Loss

What are the different distributions views under the Joint Probability of Loss tab?

Answer
The distributions are meant to show the probability of various outcomes in absolute and relative terms. If you consider a benchmark, there are four possible outcomes:

  1. loss (of capital) and underperformance (of benchmark)
  2. loss and outperformance
  3. gain and underperformance
  4. gain and outperformance


Category:Understanding the Software -> Exposure to Loss

Categories: