Case studies

• Simulated data
• Real data

You can access case studies based on simulated data or real data using the two buttons above. This is how plots are constructed to improve readability in both studies.

Rather than plotting all underlyings, we prefer to plot running quantiles of performances, together with the running minimum and maximum. With less than twenty underlyings we indicate the 25% and 75% running quantiles only. When more underlyings are present, we add extra 10% and 90% running quantiles and adjust the shades of gray.

20 random assets

20 random assets: running minimum and maximum

20 random assets: running min, max and 25%/75% quantiles

20 random assets: running min, max and 10%/25%/75%/90% quantiles