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?

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