Scenario Trend

Overview

The Scenario Metrics component is used to answer the question, “What would happen to a fund or portfolio if markets were impacted by some well-known pre-defined historical event?” To answer this question, the historical returns for stocks are analyzed as if the event were happening today. By default, the Scenario Trend component shows a chart of the cumulative return of a selected fund for 4 predefined global macro scenarios (Bond Selloff, Oil Price Rise, Subprime Crisis and Oil Price Drop). Ten predefined macro scenarios are currently available, and you can surface your custom scenarios here as well, if this capability is enabled for your edition.

For capabilities common to most components, read the Components Overview.

Alternate Uses

Additional calculations are available (via the Component Settings icon) to chart (or display in a table) 10K Growth, Drawdown, or Period Return (table only).

Last Updated: June 21, 2018

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