Radically simplified factor exposures with our easy-to-understand Master Skyline, showing all the Equity Style groups – Value, Yield, Growth, Quality, Size, Volatility, Momentum – right alongside ESG scores.
Underlying Sub-factors
The detailed Style Skyline shows exposures of multiple sub-factor from our library. The Master Skyline aggregates those factor tilts into one clean summary presentation.
Portfolio Simulator
Simulate any change to your portfolio to see how it would impact the portfolio’s factor signature and see the changes in a before/after image. Simulate changes to security weights, fund allocations (for fund-of-funds), cash position, adding or removing securities, funds, etc.
Simulate any changes
Simulate any change to your portfolio to see how it would impact the portfolio’s factor signature and see the changes in a before/after image. Simulate changes to security weights, fund allocations (for fund-of-funds), cash position, adding or removing securities, funds, etc.
Simulations can be viewed either as a before/after (as above) or you can explicitly see how the factor exposures change (the ‘delta’) due to each simulation. No more guessing about what impact a rebalancing might have on the portfolio’s factors.
See the changes explicitly
Simulations can be viewed either as a before/after (as above) or you can explicitly see how the factor exposures change due to each simulation. No more guessing about what impact a rebalancing might have on the portfolio’s factors.
Fund-of-Funds Analysis
Composite Funds are analyzed both in summary and each fund individually to show which of their investments contribute to factor exposures and which detract (or hedge) those exposures.
Heat-map comparisons of sub-managers with each other on a variety of metrics like Active Share, Tracking Error, Stocks in Common or Difference, and Correlation
Factor Return Attribution
Instantly see how your portfolio generated its returns – were you exposed to the right factor at the right time? Did you hold better performing stocks? We give you our Brinson-style performance attribution into each sub-factor including factor weight, active return, Asset Allocation attribution and Stock Selection attribution.
For a deeper understanding of how each factor contributed to your returns, we show cumulative factor attribution and a breakdown of how the money was made.
Turnover Analysis
See how the portfolio makeup changed over time along with detailed security level information about allocation and weight changes for each snapshot.
Dive deeper into security level information. We’ve made it easy to filter and sort by the details that matter most like change in a security’s allocated weight, change in weight due to returns and trading change.
Markets Analyzer
Research to your heart’s content. When you want to understand how equities markets behaved in different environments and are more concerned about broad markets than specific portfolios, our Markets Analyzer gives you complete flexibility to define the universe of stocks, select the countries, sectors and individual sub-factors you want to know about.
Managed Service
Style Analytics provides a full ‘managed service’ in which we collect your data, run a suite of analytics and send you a full deck of PDF reports each month for your portfolios. We do the heavy lifting so you don’t have to.
