Risk Metrics That Matter

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Risk Metrics that Matter: Predicted Volatility, Tracking Error, and Beta

In portfolio management, three key risk metrics are volatility, tracking error, and beta. When a user inputs a fund and benchmark index into Causeway Risk Lens – our free, cloud-based investment analysis tool – it provides estimates for predicted volatility, predicted tracking error, and predicted beta.

Causeway quantitative portfolio manager MacDuff (“Duff”) Kuhnert spoke with Turner Swan, chief operating officer of Risk Lens, about these measurements and why they matter.

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Key insights

Assessing risk is critical to building quality investment portfolios. Key metrics include: Predicted Volatility, Predicted Tracking Error, Predicted Beta
View these metrics in Causeway Risk Lens for a single fund or compare them for multiple funds.

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