Many of the top pension funds are using the Aapryl platform to gain insight into your products and skill. Aapryl’s manager skill prediction algorithms increase the likelihood of choosing tomorrow’s top performing managers, rather than yesterday’s. See what they see to with our customizable Aapryl Reports and be fully prepared when stepping into the boardroom.
By offering the ability to consolidate data, streamline processes, reduce risk, and increase performance, Aapryl provides you with a one-stop platform which integrates cutting edge intuitive tools that will transform the way in which you build and monitor your investment portfolios.
Centralized Data Hub
Aapryl integrates data from multiple data providers for equity and fixed income products:
Aapryl saves you time and expense by providing broad access to data from market leading 3rd party providers. Focus on what’s important – your investments – and let Aapryl manage the rest
Identify Skilled Managers
Average Alpha of Top Scoring Product vs Peer Group Average
Average Alpha, forward looking 36 months
Source: Out of sample average 3 year forward looking excess return vs Static clone (Managers with best Aapryl Score relative to peer group average) Equity – All quarterly Ratings from 1Q 2010, with performance through 2Q 2018 Please see our efficacy paper in the resource center at www.aapryl.com for a more detailed explanation of methods. Fixed income – All quarterly Ratings from 1Q 2005, with performance through 4Q 2019.
Improved Quantitative Screening
How much Alpha would you need to be a top quintile manager (Trailing 12 months)?
Aapryl contextualizes the market conditions under which managers are likely to outperform, allowing investors to diversify their portfolio in a manner that aligns with their economic outlook
More Accurate Benchmarking
Aapryl Skill Scores replace standard market benchmarks with ”clone” portfolio benchmarks that capture significant and persistent style effects
Skill Metrics are further normalized for the length of the track record, with confidence and conviction growing with time.
Performance benchmarks are frequently imprecise measurements of manager skill
Aapryl’s customized benchmarks, or portfolio replication “clones” render superior performance evaluation
Skill Metrics are further normalized for the length of the track record, with confidence and conviction growing with time.
Sharper Alpha Targets
Aapryl Provides More Accurate and Stable Alpha Targets for Mean Variance Portfolio Optimization Along With Robust Risk Analysis
Frontier Chart
7 Manager Products; 1/1988 to 3/2019
Stress Test
7 Manager Products; 1/1988 to 6/2019
Skill Metrics are further normalized for the length of the track record, with confidence and conviction growing with time.
Aapryl’s Portfolio Analysis tool allows allocators to construct new portfolios and analyze existing ones. Construct your portfolio to maximize true alpha and skill as well as manage your risk
Insightful Portfolio Analysis & Optimization
Factor Exposures vs. Peer Group Average
Manager A – Stable Value; Weights (%); As of 6/2020
Aapryl’s customized benchmarks, or portfolio replication “clones”, render superior performance evaluation and objectively create peer groups for more relevant insights
Aapryl’s customized benchmarks, or portfolio replication “clones”, render superior performance evaluation and objectively create peer groups for more relevant insights
