Risk Analytics
Identify and determine portfolio risk with MPI’s advanced analytics tools.
Whether you’re a fund seller or buyer, MPI brings unmatched precision, accuracy and efficiency to your entire risk analysis and reporting process.
Key Benefits:
- Analyze risk and performance in different regimes or market shocks
- Assess risk exposures through superior returns-based analysis and validation techniques
- Accurately identify risk factors across individual managers or products, monitor changes in those exposures over time, and flag issues requiring further scrutiny more quickly than if relying solely on holdings-based systems
- Demonstrate how your products may improve portfolio performance during shocks with powerful historical and forward-looking risk analysis features
- Select from up to 30 MPI-created regime models or create your own
- Perform customized analysis on an individual client basis with flexible graphical and charting capabilities
- Calculate style, selection and investment risk relative to a specified benchmark
Historical Regime Analysis
Use regime models to evaluate product or portfolio-level performance during historical periods that share common characteristics.
Stress Testing
Stress test functionality enables users to view how an individual fund or portfolio performed during a single historical event.
Contact us
Take advantage of detailed portfolio comparisons — contact us today for a demo.
Email: info@markovprocesses.com
Phone: +1 908 608 1558
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