Hi, I’m seeing some really out of whack metrics in my portfolio: Beta = -0.26, VaR = 303.75%, Expected Shortfall = 100%. To add on, I’ve been experiencing wild swings in daily XIRR calculations even when I don’t trade substantial amounts.
Hi,
Thank you for reporting. Let me investigate.
Cheers,
Evan
Hi,
I checked. I believe it is caused by LSE stocks. Current upstream data is erratic. Regularly got issues.
Good news is that I have signed up with new data provider. Bad news is that I need to find time to sit down to migrate it. (Target to happen with the next 1-2 weeks).
Cheers,
Evan
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