Equity risk, performance analysis and attribution in one place

Being able to analyze and report on your sources of risk and return in a consistent way is crucial.

Using Axioma Portfolio Analytics, you can easily assess your factor exposures, drill down to identify key contributors to risk and return and generate print-ready reports.

Brinson attribution or factor-based? The choice is yours.

  • Brinson attribution: select from a range of options including interaction and currency effects and performing nested attribution
  • Factor-based attribution: use Axioma Equity Factor Risk Models or any other custom model built incorporating your factor views

It’s all connected

Featuring a central repository of rich data content, you have access to a full set of historical information on traded assets, Axioma Factor Risk Models and custom models. Use Axioma Portfolio Analytics for:

  • Risk analytics: Get point-in-time risk characteristics, time-series risk trends and historical stress testing and forward-looking shocks
  • Interactive risk analysis: Evaluate the risk characteristics and performance attribution of each of your portfolios in an interactive framework
  • Reporting: Select from a comprehensive set of summary reports for distribution
  • Automation: Bring it all together by scheduling and automating the entire workflow from content loading to portfolio importing to batch report generation

The combination of flexibility, speed and strong customer support has led us to choose Axioma as a cornerstone for our globalization efforts.

QS Investors

We can help you with performance attribution and reporting.