Style Analysis provides insight into a manager’s performance as a large part of the performance is driven by market factors or “betas”. Aapryl’s Style Analysis decomposes a manager’s historical returns into the “betas” so that users can understand what is driving a manager’s returns, identify changes in a manager’s strategy, and distinguish true skill from market return.
Aapryl’s Style Analysis module goes beyond most traditional style analysis programs. It not only shows the exposures and how they have evolved over time, but also how the exposures react to different market environments and economic regimes. This allows users to more accurately predict future manager performance.
Aapryl’s Style Analysis module provides users with a deeper understanding of the drivers of a manager’s returns, identifies changes in a manager’s strategy, and isolates the market component of a manager’s return to identify true skill.
Style Analysis offers the ability to further analyse a Managers style, or investment approach.
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View multiple charts and tables which provide historical measurements of a products style, and other attributes.