Backcast Series
Many risk statistics, include expected volatility, VaR, beta exposure and predictive stress tests are based on backcast returns. In the application, you can view the backcast return series for a position or portfolio. Simply
Select the portfolio, sub-portfolio, or position in the main grid.
Open the Data tab on the right side of the application.
Select the Backcast sub-tab.
View the backcast returns, or export the to Excel by right-clicking on the data.
