As of October 1st 2014, the VI@Risk® moves to the significant risk level, the last rung of the ladder before the critical threshold (the process of connection between risk factors had already begun on September 22).
In October, the CAC 40 lost 4.15% with a max drawdown of -11.27%, while Vivienne Ouessant A, thanks to anticipatory risk management, gained +1.01% (with a particularly low max drawdown of -1.44%).
This demonstrates the value of a flexible, risk-driven management approach that places innovation through research at the heart of the portfolio construction process. Our credo: use data to generate alpha.
