As our markets continue to evolve in the wake of recent unprecedented volatility, a need emerges for new ways to navigate portfolio risk. That is why we are excited to announce the launch of the Logic Risk Model.
ETFLogic’s latest addition to its independent market data analytics suite is a new and unique multi-factor risk model developed for US-Listed equities and ETFs. The Logic Risk Model 1 (LRM1) offers 21 asset-class factors designed for detailed analysis of equity, commodity and fixed income risk drivers. LRM1 helps portfolio, risk, and asset managers assess portfolio exposures to various market drivers and remove bias from the investment decision making process.
With the increased need for accurate risk control and pricing amidst the volatility, LRM1 provides a fresh and distinct approach compared to more popular risk measurement tools. The investment community can leverage LRM1 as an objective reference for model risk monitoring, benchmarking.