A portfolio analysis software tool enables you to assess the performance of your investments and their overall impact on your portfolio’s returns. The software often allows performance, attribution, contribution and risk charting tools coupled with detailed reporting to examine portfolio performance, weights, and characteristics that drive active return. Dependent on the portfolio analysis software that you chose it will give you varying levels of detail in order to gain valuable insight into your investments, strategy, and overall performance.
With portfolio analysis software you should be able to generate reports within a single period or over multiple periods to measure attribution, contribution, weights, returns and fundamental characteristics. You should be able to break down performance by countries, sectors or other qualitative and quantitative groupings.
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- Show your performance in its best possible light with the visual dashboards.
- Clearly explain to your clients how you added value to their portfolio, using the contribution or attribution analysis screens.
- Use the risk management portfolio analysis tools to visually display your control of portfolio risk by highlighting the portfolio, sector- or security-level Value at Risk (VaR).
- Highlight areas in the portfolio susceptible to various risk scenarios such as interest rate movements or market shocks.
- Export this detailed portfolio analysis information presented in Excel or PDF to share with your network, including clients, IFAs, Fund of Funds, Fund Administrators and Custodians
Portfolio analysis software usually covers the following analysis options:
- View historical simulation-based VaR (Value at Risk) estimates
- Analyze this over specific timeframes and confidence intervals
- Examine your portfolio by looking at the segment- and stock-level breakdown
- See the dispersion of ex-ante returns
- Observe the Expected Shortfall (CVaR), Expected Upside and Diversification Grade too
- Apply risk scenarios to your portfolio also, gauging both cash and percentage impact on the market value.
- Show the full merits of a balanced portfolio in a single dashboard.
- Combine equity, fixed income and other asset classes together for complete analysis.
- Use true time weighted performance to show the performance of the whole portfolio as the aggregate of all the underlying assets enabling forensic analysis of any aspect of your portfolio.
- View heat-map graphs to show time-weighted size and return of a given position over time.
- Breakdown your portfolio’s relative performance into Allocation, Selection and Currency.
- View the relative weight and attribution over a selected period of time to present a visual snapshot of attribution history.
- Compare your portfolio performance against the benchmark to highlight the differences in performance and investment decisions.
Fixed income attribution
- Capture the performance of fixed income portfolios (or fixed income sections of balanced portfolios).
- View the relative weight and attribution over a selected period of time to present a visual snapshot of attribution history
- Measure the impact of interest rates, credit spreads, and inflation changes on the portfolio.
- Analyze the portfolio asset breakdown by a wide range of classifiers.
- Examine how much a given sector, or individual positions within that sector, contributed to your overall portfolio return over time.