Review Asset Classes

Examine time series properties of selected asset classes

Next, you can review the details of asset class time series data on the Review Asset Classes screen. This screen is similar to Review Economic Variables.

Click on an asset class row to update visual exhibits. Scenario Lab will plot the histogram of the empirical distribution of an asset class as well as a scatter plot of its time series.

Reviewing asset class data in Scenario Lab

The visualizations are particularly helpful to understand the empirical properties of the selected variables. This is particularly useful to examine fat tails or asymmetry in the data.

The table summarizes the annualized return, annualized risk (standard deviation), skewness, and kurtosis for each asset class in your casefile.