TODO add more details
This wrapper function provides fast matrix calculations for univariate,
multivariate, and component contributions to Standard Deviation.
It is likely that the only one that requires much description is the
component decomposition. This provides a weighted decomposition of the
contribution each portfolio element makes to the univariate standard
deviation of the whole portfolio.
Formally, this is the partial derivative of each univariate standard
deviation with respect to the weights.
VaR, this contribution is presented in two forms, both
a scalar form that adds up to the univariate standard deviation of the
portfolio, and a percentage contribution, which adds up to 100
as with any contribution calculation, contribution can be negative. This
indicates that the asset in question is a diversified to the overall
standard deviation of the portfolio, and increasing its weight in relation
to the rest of the portfolio would decrease the overall portfolio standard