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Portfolio Risk Analytics

Portfolio and Security Analytics for Multi-Asset Portfolios

Portfolio Insights

Real-time Risk, Performance & Accounting Business Intelligence Dashboard

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Deep Portfolio Insights Using Ex-Post, Ex-Ante, Performance & Holdings Data

EX-POST Risk Measures:
 – Related to historical returns and are considered ‘Backward looking’
 – e.g.: Sharpe Ratio, Jenson Alpha, Risk Attribution, etc.
 – Input returns required is best when taken from existing ‘mature’ Performance systems

EX-ANTE Risk Measures:
 – These measures are used to effectively manage the ‘future’ risk of the portfolio using the risk/return guidelines per Investment policy statement
– They are called ‘Forward Looking’ measures
 – e.g: VaR/CVaR, Variance/Covariance Analysis, Scenario Analysis, Stress-testing, What-If Analysis, Back-testing for model validation, etc.

PERFORMANCE Measures:
– Relates to calculating various performance measures and is also ‘Backward looking’
– e.g: IRR, TWR, Return Attribution, Returns Analysis, etc.

A complete view of the portfolio’s current risk/return along with a good understanding of future risks using the above dataset – all together in real-time is a must in today’s competitive investment landscape.

 

 

 

 

 

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