Investment Risk Analysis Tools to Build Optimized Portfolios
Portfolio Optimizer allows users to build multi-manager portfolios based on managers’ skill over their unique factor composition. The overall portfolio will blend these managers in an attempt to have excess performance across the entire economic cycle.
The Portfolio Analysis module allows users to decompose their portfolios to understand how much risk and how much alpha each is contributing to their returns. Users can also use the Portfolio Optimizer feature to build optimized portfolios of managers utilizing both our predictive manager skill metric as well as traditional risk/return metrics. The Module goes beyond a traditional optimizer by providing a way to maximize our forward looking measure of manager skill within a customized risk framework. It replaces raw alpha estimates based on historical performance with Aapryl’s proprietary alpha estimates. The Module’s optimization framework also provides users with the flexibility to target various objectives and constraints. It also has unique functionality that allows users to optimize portfolios based on the economic cycle. Users have flexibility to constrain a portfolio along commonly used attributes as well as to input custom attributes of their own.
Aapryl’s Portfolio Analysis and Optimizer module goes beyond the industry standard mean-variance optimization programs that use risk and return to create an efficient frontier of portfolios. Using our forward looking methodology, users are able to create portfolios that maximize the level of manager skill.
How Portfolio Analysis Works
Start a Portfolio Analysis
Rebalance an existing portfolio, or construct a new portfolio optimizing on manager skill or other commonly used criteria while setting customized constraints.
Select Target Funds
Select target funds and constraints to be used for the construction of your portfolio. Specify which target goal to maximize and which risks to minimize.
View Optimized Portfolio
View and analyze your optimized portfolios
Portfolio Analysis & Optimizer Highlights for Risk Analysis Performance
- Offers a predicted alpha estimates for each manager within a portfolioM/li>
- Demonstrates how much risk and alpha each manager is contributing to an existing or optimized portfolio
- Provides users with a customized optimization framework to build portfolios which are constructed of multiple managers and products.
- Incorporates Aapryl’s proprietary alpha estimates into optimizations.
- Optimizes portfolio weightings for managers, given the objectives and constraints of the user.
- Provides a framework to understand how portfolios will perform at various points in the economic cycle.
- Identifies potential gaps in portfolio composition in regard to covering the full economic cycle and quickly identifies products to fill those gaps.
For more information on how Aapryl's proprietary methodologies can be used, please contact us at