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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.

Derivative Risk Managers: Prepare for the SEC 18f-4 Rule

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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

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.

 

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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.

 

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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.

 

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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.

 

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Additional resources

Whitepaper

Is Your Smart Beta Product Scalable?

Download

Blog Post

How Much Smart Beta Can You Deliver?

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Whitepaper

Adding Alpha by Subtracting Beta: A Case Study on How Quantitative Tools Can Improve a Portfolio’s Returns

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Use This Planning Tool to Hit the Compliance Deadline for the SEC Derivatives Rule

Infographic

Case Study

Portfolio Backtesting Strategies at Scale

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Whitepaper

Tax Management for Smart-Beta Indices

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Case Study

Building Alternative Strategies with a Flexible Portfolio Risk Management System

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