V-Lab
V-Lab

Climate Risk Analysis (CRISK)

CRISK Analysis Page

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Climate Fund Performance
One Year Summary Statistics
 Climate Efficient Factor Mimicking Portfolio
CategoryReturnVolatilitySharpe Ratio αCAPMβSAβCEP
Climate Benchmark Performance
BenchmarkReturnVolatilitySharpe RatioCos SimTag Indexαβ

Climate Benchmark Page

 CorrelationClimate Efficient Factor Mimicking Portfolio
Security
ReturnVolatilitySharpe RatioCos SimTag IndexαCAPMβSAβCEP
 
 
 
 
 
 
 
 
 
 

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