V-Lab
V-Lab

Climate Risk Analysis (CRISK)

CRISK Analysis Page

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One Year Summary Statistics

 Climate Efficient Factor Mimicking Portfolio
CategoryReturnVolatilitySharpe Ratio αCAPMβSAβCEP
BenchmarkReturnVolatilitySharpe RatioCos SimTag Indexαβ

Climate Benchmark Page

 CorrelationClimate Efficient Factor Mimicking Portfolio
Security
ReturnVolatilitySharpe RatioCos SimTag IndexαCAPMβSAβCEP
 
 
 
 
 
 
 
 
 
 

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