Asset Analytics provides a foundation to evaluate multiple asset driven analytics (positioning data, Performance, Predicted Risk, and Beta) in the context of a portfolio. This view sets the stage for Portfolio Managers and investment teams to deeply understand their current positioning and find & identify the market drivers acting on each position and on the portfolio.
Head to Analyze > Assets within any portfolio to utilize Asset Analytics.
Analyzing your positions comes to life through the following set of interactive features:
Dynamic dates
Interactive, on-demand performance & risk attribution with dynamic dates selection instantly updates each column:Performance returns cumulative performance contribution for each security, evaluated starting from the Performance From date and ending on the As of date
Risk, exposure, beta, and composition values, as point-in-time metrics, are evaluated using the As of date
Slice & dice positions
Use security filters to limit the set of positions displayed.
Change the way exposures are calculated by expanding out composite securities, or evaluate the portfolio holding's exposures.
Use security groups to aggregate positions by their classification, such as GICS, custom security classifications, or custom tags (enterprise plan)
Analytics per position
Choose how to view the selected data (2), changing from summary, exposure, or risk views.Summary view displays side-by-side performance, predictive risk (enterprise plan), beta, & concentration for all position contributions.
Exposure view allows additional configuration between contribution, currency exposure, or asset z-score for each position's exposure to style factors.
Risk view highlights the risk decomposition of each position to style factors, surfacing the largest drivers of risk to your portfolio.
All tables support 4-way sorting on all columns to quickly sort:
Positive to negative
Negative to positive
High to low magnitude
Low to high magnitude
Quick links to position trends
Evaluate each position’s contribution trend, where each table cell is a link to the corresponding Analyze.Trends graph for deeper analysis.
Download file
Integrate with existing systems with instant file downloads
In addition to these features, Asset Analytics also supports managers who are active to a benchmark, and works seamlessly for any risk model. With these combined set of actions, we hope you are empowered to take action and align your portfolio with your view.