Statistical Analysis & Risk-Adjusted Performance

Many investment managers are looking for benchmark portfolios and market indices which fit better to their investment strategies in order to compare past returns and risk profiles. From the other side investors who require to select managers and monitor their investments, should understand return characteristics and investment statistics.

Main Features

A wealth of statistical measures and ratios calculated by RiskValue™, making manager investment selection and monitoring process easier and more productive.

  • Absolute & relative return and risk metrics
  • Absolute & relative risk adjusted return ratios
  • Comparison between portfolios’ track records and time periods
  • Assessing skewness and kurtosis in the return distribution
  • Returns forecasting with Monte Carlo simulation