Back Test
Test the resilience and performance of a portfolio by applying recent market movement to current holdings.
Assess Portfolio Volatility Breakdown
Visualise the contributors to portfolio volatility to understand the sensitivity that each asset class has to overall portfolio risk
Individual investment instruments do not move in line with the market benchmark. We calculate the beta of every instrument in the portfolio in order to provide a more accurate assessment of the impact to portfolio P&L in our Sensitivity Analysis tool.
Visualise Annualised Return vs Volatility
Assess risk and return over time for the portfolio, asset classes and benchmark.
Compare portfolio risk/return to that of the benchmark together with the various asset classes to gain insight into the efficient frontier.
Identify trends in the risk/return tradeoff over different periods to further understand portfolio dynamics.
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