Risk Budget Checks Table

This table compares the level of risk defined (objective) and the actual risk achieved for each portfolio.

Red indicates a significant departure from the risk objective, while green represents alignment.

The different columns of the table include the following:

- Portfolio risk: the realised risk of the portfolio over the defined period

- PW index risk of the defined risk level and portfolio reference currency: the average realised risk of each component of the reference index

- PW index risk of the calculated risk level: the average realised risk of the components of the PW index, which corresponds to the realised risk of the portfolio.