Composite indicators

The composite indicators provide, at a glance, a summary of the key characteristics of the composite: its dispersion, its representativeness, and the performance quartile it belongs to based on the selected period.

Concentration Indicator

This indicator shows how similar the components of the composite are in terms of performance and volatility.

The more the components differ from one another in terms of performance and volatility, the more the graphical elements are highlighted with color.

Data inclusion rate

This indicator shows the number of portfolios included in the composite calculation. Extreme values are excluded to prevent distortions in the results.

• 100% = The composite is fully representative of its underlying components as all data points are included.

• 75% = Over the period, 25% of the values composing the composite are excluded to ensure the reliability of the analysis. The composite is therefore less representative.

Relative position

This indicator shows the quartile in which your composite stands when its weather is compared with the rest of the community (same risk level, same currency).

The result is expressed in quartiles :

• 1st quartile: Your composite is within the top 25%.

• 2nd quartile: Your composite is between the top 25% and 50%.

• 3rd quartile: Your composite is between 50% and 75%.

• 4th quartile: Your composite is within the bottom 25%.