{ "annualize_factor": 252, "component_var": { "pareto_diophan": 0.0510487, "persistent": 0.03340745, "quantstrat": 0.0108723 }, "concentration_flag": "CONCENTRATED: max contribution 53.6%", "confidence": 0.99, "marginal_var": { "pareto_diophan": 0.47620054, "persistent": 0.05016887, "quantstrat": 0.04791672 }, "pct_contribution": { "pareto_diophan": 0.53550328, "persistent": 0.35044573, "quantstrat": 0.11405099 }, "portfolio_var": 0.09532845, "portfolio_vol": 0.04097773, "window_used": 60, "z_score": 2.326348 }
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