Data & Platform
Risk Premia Strategy Database
Unique data source with more than 5 million data points processed daily on actual investible systematic strategies from leading providers.
- Visualize the dynamics of each factor per asset class and benchmark its performance.
- Analyse the risk metrics of your preferred factor strategies across leading providers.
- Interactively construct and optimize a multi-factor portfolio balancing risk/return trade-offs and minimizing downside risk.
PremiaLab Pure Factors® – An Advanced Factor Risk Model
PremiaLab Pure Factors® technology allows institutional investors to decompose any investment portfolio, fund or strategy into independent risk factors.
Built from our extensive strategy database, PremiaLab Pure Factors® enable you to gain unparalleled knowledge of your market risk exposures across asset classes, regions, and investment styles.
Superior Risk Monitoring with Robust Analytics & Tools
Principal Component Analysis measures the risk distribution in your portfolio and the degree of diversification. Generate specific historical scenarios to further assess your portfolio robustness.
Constituent risk analysis provides additional perspective into strategy risk exposures. Each constituent within a strategy is reported and the positions are aggregated across strategies to generate the most reliable risk metrics for the portfolio.