+1 781-725-2396


Portfolio Risk Analytics

Portfolio and Security Analytics for Multi-Asset Portfolios

Portfolio Insights

Real-time Risk, Performance & Accounting Business Intelligence Dashboard

Web Development

Your content goes here. Edit or remove this text inline.

White Labeling

Your content goes here. Edit or remove this text inline.



Real-time Analysis of Multi-Asset Portfolios – Returns View


What are some of the key analytics necessary to perform returns analysis on a multi-asset portfolio?


1. Returns Details – This is holding period returns data slides/diced by country, currency and any other related security attributes. As returns data is additive, we can group the same by any/all the portfolio’s security level attributes. In addition, other returns type such as IRR, Annualized and time-series of the returns would be helpful.

2. Core Performance Measures – Treynor Ratio, Sharpe ratio, Jensen’s Alpha, Kurtosis, Skewness, etc.

3. Benchmarks Returns Details – Information ratio, Tracking Error, etc.

4. Return Attribution Data – This can be both Bottom up and Top-down approach to understand the investment decision or effects of allocation, selection and interaction of securities within the portfolio.

Bringing all this data into a BI data store (such as snowflake/Redshift) will be necessary for real-time view to make the analysis easier and more effective (See below image for a sample data set).


As has been the key theme through the posts related to real-time BI Analysis – use of modern ‘cloud’ technology using a microservices architecture that can scale dynamically depending on data volume.

This will enable firms to operate using the ‘Pay Per Use’ business model – a key competitive differentiator in the long-term for deeper actionable insights.



You May Also Like…

Request More Information

9 + 7 =

Subscribe to Blog and/or Announcements

Announcement Type

Topic(s) of Interest

2 + 6 =

Learn About Our Products 

4 + 7 =