Analytics Products

Axioma Portfolio Analytics

An integrated view of your portfolio’s risk and return

With fundamental and statistical variants for country, region and global models, at varying time horizons, along with macAxioma Portfolio Analytics provides the tools and data you need to effectively tell your investment story to prospects, clients and your own management team. The product includes risk, performance analysis and attribution so you can isolate and analyze sources of risk and return, assess your exposure to factors, drill down to identify the key contributors to risk and returns, and generate print-ready reports.

Key Benefits

Performance Attribution

Includes both factor-based and Brinson performance attribution

Interactive analysis

Evaluate the risk characteristics and performance attribution of each of your portfolios in an interactive framework

Automation

Schedule and automate the entire workflow from content loading, to portfolio importing, to batch report generation

Reports

Select from a comprehensive set of reports, including summary reports in PDF format and detailed reports in Excel

Risk analysis

Includes time-series and point-in-time risk analyses and the ability to stress test your portfolio including historical events and shock-a-factor analyses

Rich data content

Take advantage of a central data repository providing integrated access to a full set of historical information on traded assets, index data and Axioma Factor Risk Models

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Case Study

Portfolio Risk Management

Building Alternative Strategies with a Flexible Portfolio Risk Management System

A mid-size hedge fund was in search of a more robust and flexible enterprise risk management system to handle their sophisticated alternative strategies with timely and responsive risk analytics interoperable with their existing technology stack

Portfolio Construction