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Analytics Solutions

Portfolio Backtesting

Easily evaluate strategies at all levels of complexity through flexible backtesting tools

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.

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Our complete and robust set of portfolio backtesting tools can be used for:  

Overall performance

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

Performance attribution

Gain insight into the factors driving returns

Risk analysis

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

Associated products

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