Portfolio Management

Managing a multi-asset portfolio requires superior insights into the dynamics across markets and strategies in order to capture returns and identify synergies.

Efficient Frontier Portfolio Management Premialab
Efficient Frontier

Our technology brings clarity to the investment process by providing a holistic view on risk and return drivers.

Integration with investors' investment universe facilitates data access for portfolio construction.

Unique and robust risk/return model provides a consistent framework across markets and asset classes to support the development of outcome-oriented portfolios aligning with the investors' specific objectives and constraints.

Advanced risk analytics, including factor decomposition, support portfolio construction and risk oversight.

Efficient Frontier Portfolio Management Premialab
Efficient Frontier

Strategy Selection

A rapidly expanding fund universe introduces layers of complexity into the manager selection process. How can fund allocators achieve scalability while maintaining consistency in the selection and monitoring process?

Return Attribution by Factors premialab
Return Attribution by Factors

We provide a quantitative framework for efficient screening and benchmarking of funds across market conditions, adding depth and richness to investors' conversations with fund managers.

Out of the box integration with Morningstar, Lipper, and other data sources streamlines market screening of investors' investment universe, including their internal strategies and funds.

Risk and performance attribution, across market beta and factor tilts, delivers transparent peer group comparison.

Enhanced ongoing manager oversight – from long-only funds to alternative managers – across investment vehicles, asset classes, and investment styles.

Risk Management

For complex portfolios, managing risk requires full understanding of risk at each position level to identify the risks that matter.

VaR Attribution and Historical Stress Tests per Asset Category premialab
VaR Attribution & Historical Stress Tests per Asset Category

Our solution provides seamless integration of look-through risk metrics, allowing for a consistent and streamlined workflow to extract and report meaningful insights.

Bottom-up risk approach provides risk at each constituent level, including sensitivities, stress tests, scenarios, and VaR analysis, with full repricing to accurately model complex, non-linear instruments.

Portfolio slicing and dicing with intuitive visualizations allows investors to view and understand portfolio risk exposures.

Flexible reporting aids in regulatory compliance and integration with third-party systems.

VaR Attribution and Historical Stress Tests per Asset Category premialab
VaR Attribution & Historical Stress Tests per Asset Category

Quantitative Research

Highly fragmented data sources in an ever-evolving data landscape are the key challenge to overcome in locating the signals that drive markets and relationships across implementations.

Truncated Graph 5Y Equity premialab
Truncated Graph 5Y Equity

We help solve this by providing streamlined access to a unique, quantitative dataset that extends across geographies, asset classes, strategies and providers.

Constant ingestion of new data ensures strategies remain fresh and up to date.

Unique Pure Factor model synthesizes information in the marketplace, reducing the dimensionality of data and facilitating second order data analysis techniques.

Data science professionals perform ongoing R&D on data analysis techniques and market regime signals, affording robust allocation decisions.

Discover the power of Premialab Pure Factors®

Capturing key market risk factors across asset classes, styles and regions

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