Financial markets’ recent turbulence underscores their dynamic nature and growing complexity. Institutional investors are increasingly turning towards multi-asset solutions as they rethink asset allocation and introduce new asset classes to achieve investment goals.
We enable multi-asset investors to capture performance in a fast-changing market environment, while providing controls for downside protection. Our cloud-based architecture and technology ensure immediate access, to support the investment workflow from SAA to TAA.
Our proprietary multi-asset factor model, Premialab Pure Factors®, enables the granular classifications necessary for informed and unbiased cross-asset factor analysis and portfolio construction.
Asset Allocation
Multi-asset investors seek to generate stable returns with a balanced portfolio. In an ever-changing market environment, it is paramount to identify market dislocations quickly and implement tactical shifts to capture investment opportunities.
Premialab Pure Factors® leverages information from the 18 top investment banks, providing a consensus view across asset classes and risk factors dynamics. As market regimes evolve, investment signals can be used to forecast risk and prepare a repositioning of the portfolio.
Our database is updated every day with new data points and new strategies to ensure the capture of emerging approaches.
Screening & Benchmarking
Our platform comes with multiple built-in partner data sources – including Morningstar – allowing the instant integration of thousands of funds, ETFs, alternatives, benchmarks, and bank indices into a single platform for peer group analysis, benchmarking, and portfolio construction.
Multi-asset strategies combine asset classes to create a diversified portfolio based on investors' specific investment outcomes. The diversity of dynamics intrinsic to each asset class and factor makes benchmarking genuinely complex and challenging. Our proprietary multi-asset factor model, Premialab Pure Factors®, provides an approach that is consistent across investment vehicles to enable strategy screening and efficient peer group analysis.
Investors can perform advanced risk and performance analysis to understand correlation between funds and assess the robustness of individual implementations. The ‘pure factor lens’ enables investors to contextualize the performance and assess Beta vs. Alpha for individual managers.
Portfolio Construction
The avoidance of complacency and biases is core to interpreting the investment signals when constructing a diversified portfolio matching your objectives.
We provide investors with flexible tools to simulate and back-test portfolios, dynamically allocate risk budget across asset classes and factors, rapidly recompute metrics, and check results in intuitive and interactive charts. Used alongside our portfolio analytics suite, investors can assess diversification levels, identify concentration risks, develop outcome-oriented solutions, and implement defensive overlays for protection against excessive drawdowns.
Forward-looking models allow investors to input capital market assumptions and estimate expected portfolio returns across market scenarios.
Risk Oversight & Monitoring
In a rapidly evolving marketplace, investors and their risk managers need to ensure the consistency of their investment strategies over time. To achieve this, they need to accurately monitor risk and performance attribution within their multi-asset portfolios.
We provide a top-down risk and performance decomposition framework, that can be used consistently across investment vehicles and asset classes, to illuminate the dynamics of allocation, reveal style drift, and unveil specific implementation styles.
Our proprietary benchmark on risk premia and factor performances, Premialab Pure Factors®, provides consistent unbiased factor exposures and a wide variety of performance attribution frames, from long-only to alternatives across asset classes, investment styles, and regions.
Investors benefit from our reporting capability to export the content of their analysis, ensuring systematic monitoring and exposure risk oversight.
Discover the power of Premialab Pure Factors®
Capturing key market risk factors across asset classes, styles and regions