SCS Rebalancing

Rebalancing Costs

Analysis of transaction costs associated with potential rebalancing actions.

Proposed Rebalance

Costs associated with moving from current weights to the proposed manual weights (if any).

Proposed Rebalance shows the costs if we were to execute the trades required to reach the target weights as defined in the manual weights file.

Exposure Increase (Current Weights)

Costs associated with increasing exposure while maintaining the current relative weights (buying more of existing positions).

Exposure Increase calculates the theoretical cost of buying the entire portfolio again from scratch (or scaling it up), effectively showing the cost of liquidity for the current composition.

1M USD Exposure Increase Scenario

Metrics calculated based on increasing the portfolio notional by $1,000,000.