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 patent pending forward looking methodology, users are able to create portfolios that maximize the level of manager skill.
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 and constraints to be used for the construction of your portfolio. Specify which target goal to maximize and which risks to minimize.
View and analyze your optimized portfolios
