Comprehensive risk and performance analytics
To understand risk-return trade-off requires rigorous portfolio backtesting. Our easy-to-implement advanced backtesting tools are available to help you analyze this all-important relationship with smart customization and integrated reporting analytics.
Available in Axioma Portfolio OptimizerTM with a direct feed into Axioma Portfolio AnalyticsTM, you can consolidate your insights and generate more sophisticated reporting.
Our complete and robust set of portfolio backtesting tools can be used for:
Use the frontier backtest to calibrate the parameter settings for your strategy
Smart beta strategies
Evaluate risk and risk-adjusted returns of candidate factors to construct your strategic beta benchmark
Gain insight into the factors driving returns
Understand the evolution of risk over time at both the portfolio and factor level
Highly constrained strategies
Use the constraint hierarchy to prevent constraint conflicts from causing your portfolio backtest to fail
Axioma Portfolio Optimizer
The most flexible portfolio construction tool
Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.
Axioma Portfolio Analytics
An integrated view of your portfolio’s risk and return
Leverage factor-based risk analysis and attribution, assess your factor exposures, and generate print-ready reports.
Axioma Risk Model Machine
Customized risk models to align with your investment process
A flexible, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, client reporting and alpha research.
Axioma Equity Factor Risk Models
Comprehensive analysis with multiple views of risk
Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.