Volatility Quartile Table

This block gives you a synthetic view of your instruments' positioning in terms of relative volatility, compared to the Performance Watcher community of peers with the same risk/currency profile. It allows you to identify at a glance which instruments present a lower or higher risk level than their competitors across different time periods.

In this table, you will find for each instrument its quartile ranking (T, Q1, Q2, Q3, Q4 or B) over several time horizons. T (top outlier) corresponds to the least volatile instruments in their universe, B (bottom outlier) to the most volatile.

This table also shows the quartile values of the community, as well as the value and percentage positioning of your instrument compared to it.

Example: if the value displayed in the table is 87%, this means that your instrument has a higher volatility than 87% of the instruments in the community, while only 13% display a higher volatility.