New York--Russell/Mellon Analytical Services and Measurisk.com will produce value-at-risk measures for investment managers and plan sponsors on 18 indices provided by Russell/Mellon and the nine universes they support.
The risk measures, set to first publish in the third quarter of 2000, will give institutional investors benchmarks with which to compare their managers’ actual risk. The risk universe analysis will provide quartile ranking and the range of risk within style.
The VaR numbers
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