Axioma Ventures
. Axioma is the industry leader in timeliness of risk models. Regardless of the method used to evaluate a risk model, one should use portfolios and risk measurements of personal interest. Risk model providers often deliver results of risk model tests on standard benchmarks and equal-weighted portfolios whose assets are randomly selected. The results of these tests may not be representative of the results on actual portfolios.
To get a true understanding of the value and intuitiveness of the results produced by a risk model, it is crucial to look at actual portfolios generated with the user’s particular investment process.