Portfolio Analysis

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.