Cost (US$)
Cost defined as Premium using a median metric.
Risk (US$)
Risk defined as Total Retained + Premium using a MVaR at 95 percentile metric.
Efficiency Score
The Efficiency Score measures a portfolio's performance at given cost and risk metrics. Portfolios on the Efficient Frontier are 100% efficient.
Portfolio Variability
Compare the impact of each portfolio on Risk at various percentiles. Change the Risk Measure and Risk Metric is defined to see alternative ways to measure downside risk.
Organizations with more risk aversion may be most concerned about the highest percentiles. Organizations with less risk aversion may choose to minimize risk at the mean while remaining aware of risk at the highest percentiles.
Mean
25th Percentile
50th Percentile
75th Percentile
90th Percentile
95th Percentile
98th Percentile
99th Percentile
99.5th Percentile
99.9th Percentile
5.97M
5.97M
5.97M
5.97M
5.97M
5.97M
5.97M
5.97M
5.97M
5.97M
Details by risk type
Compare the risk-specific solutions within each portfolio.
ALGL
Cyber
D&O
EQ_HH
WS_US