IDBX
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AM
Alex Morgan

PORTFOLIO TOOLS

TOTAL AUM (EUR)
4.57B+2.4%
AGGREGATED VAR (99%)
42.8M
DURATION (YRS)
4.2
AGGREGATED VAR (99%)
01ACTIVE LIMIT BREACH
Fund NameAUMCcyYTD PerfVaR (1d)Risk Status
Global Macro Alpha I1.2BEUR+8.4%1.2%Warning
European Rates Opps850MEUR+12.1%2.8%Critical
EM Debt Sovereign428MEUR-2.3%4.5%Normal
Credit Arb Fund II2.1BUSD+4.1%0.9%Normal
Global Macro Alpha I1.2BUSD+8.4%1.2%Normal
European Rates Opps858MUSD+12.1%2.8%Warning
EM Debt Sovereign428MUSD-2.3%4.5%Critical
Credit Arb Fund II2.1BUSD+4.1%0.9%Normal
Global Macro Alpha I1.2BUSD+8.4%1.2%Normal
European Rates Opps858MUSD+12.1%2.8%Warning
Credit Arb Fund II2.1BUSD+8.4%4.5%Critical
EM Debt Sovereign428MUSD-2.3%0.9%Normal
EM Debt Sovereign428MUSD+4.1%1.2%Normal
Credit Arb Fund II2.1BUSD+4.1%2.8%Warning
European Rates Opps858MUSD-2.3%4.5%Critical
Global Macro Alpha I1.2BUSD+8.4%0.9%Normal

Active Models

62%FIXED INCOME
Government Bonds
35%
Corp Credit
27%
Cash & Equiv
12%

COMPLIANCE ALERTS

Concentration Limit BreachEM Debt Sovereign fund exposure to TRY exceeds 5% limit.
Approaching Drawdown LimitEuropean Rates Opps is within 50bps of hard stop.