The asset allocation dashboard shows an intuitive, visual breakdown of the assets in your portfolio. You can see both the absolute and relative allocation, as well as allocation trends over time. The table view provides additional statistics, such as long and short exposures and leverage.
The asset allocation dashboard in detail
The dashboard shows the distribution of portfolio weights, according to the sorting criteria you can specify under Portfolio Settings, e.g. sector, country, currency etc. The main pie chart shows the current (i.e. as of the End Date selected under Period drop-down – by default it is present day) weights of portfolio segments, while the bar chart shows the change in weights between the beginning and end of the period selected.
A line chart at the bottom shows the evolution of the portfolio weights over time. Percentage weights of the given securities/sectors are calculated as a proportion of their market value to the market value of the entire portfolio (for long-short portfolios the weights are grossed up).
Using software to review asset allocation and improve oversight
StatPro Revolution provides an all-in-one package, with connectivity available to the centralized ‘official book of records’ for reporting purposes, providing ACDs with an aggregated view of exposures to specific allocated securities as well as Net Asset Value (NAV) performance measure tools, risk modules for stress testing, and analytical VaR tools all in one suite.
StatPro Revolution can be accessed online offering instant access to performance, risk, attribution and allocation analysis for any asset class. Users get an overview of the portfolio, details of individual positions, or aggregated views of exposures across families of funds. Portfolio analysis and ‘what if’ scenario results can be shared with investors online.
Read more about analyzing asset allocation for improved portfolio oversight.
As StatPro Revolution is cloud-based, generating reports is really easy. We no longer have to run lengthy, time consuming reports. It is all there, available at the click of a button. So it saves us time. This in turn means we have more time to focus on client servicing.
J2 Capital Management’s investment strategy is based on the core principles of tactical asset allocation, active risk management and comprehensive planning. Using the sophisticated dashboards in StatPro Revolution has helped J2 Capital Management pinpoint how they’ve added value to the clients’ investment portfolio using performance, contribution, attribution, asset allocation and risk analysis.