Aapryl allows compliance departments to systematically monitor their investment products such as mutual funds, separately managed accounts or ETFs. Use the tool that is being adopted by your professional buyer clients and fiduciary boards. Be aware of your factor exposures and potential risks.
Aapryl’s Style Analysis module allows compliance to monitor the drivers of a manager’s returns, identifies changes in a manager’s unintended exposures, and isolates the market component of a manager’s return to identify true skill.
Aapryl’s Skill Analysis module allows users to dissect a manager’s track record to identify different attributes of a manager’s factor profile as well as the derivation of factor and stock selection skill.
Portfolio Crowding Monitoring
Aapryl’s Portfolio Crowding Module analyzes portfolio data to identify and monitor “crowded trades.” Crowded trades, also called portfolio crowding, add risk to portfolios. They can be especially risky when negative shocks hit the markets and force managers to liquidate positions. These “fire sales” may cause losses for all investors following a similar strategy and result in further liquidations, driving stock prices into a downward spiral.
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, compliance can track portfolios that maximize the level of manager skill.
For more information on how Aapryl’s proprietary methodologies can be used by Compliance Departments, please contact us at firstname.lastname@example.org.