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  Style Analysis

Fund Manager Investment Style Analysis and Factor Profile Tools

Style Analysis decomposes managers' returns for users to analyze what is driving a manager’s returns, and identify changes over time.

 
Aapryl’s Style Analysis module identifies the market factors, or “betas”, that drive a manager’s performance.  This 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 so that true skill can be identified. 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.

HOW STYLE ANALYSIS WORKS:

START A STYLE ANALYSIS

Style Analysis offers the ability to further analyse a Managers style, or investment approach.

SELECT A UNIVERSE

Select a single or multiple Products to compare.

ANALYZE RESULTS

View multiple charts and tables which provide historical measurements of a products style, and other attributes.
 

Style Analysis Highlights for Fund Manager Investments:

  • Analyzes the performance of key portfolio factor combinations or “styles” to provide insight of the texture of a manager’s return.
  • Identifies exposures to factors that are the drivers of a manager’s return beyond typical styles such as value and growth.
  • Distinguishes skill from luck when analyzing manager returns.
  • Identifies changes in a manager’s portfolio.
  • Determines the economic environment in which a manager is most likely to provide excess return.
  • Improves diversification and potential alpha generation by determining the factor positioning of a manager or a cluster of managers relative to the economic cycle.

For more information on how Aapryl's proprietary methodologies can be used, please contact us at info@aapryl.com.