e-Portfolio Analysis
e-Portfolio Analysis: A portfolio analysis tool
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e-Portfolio Analysis is a complementary product to the e-Portfolio optimization tool. Allowing the user a more detailed analysis of
an investment portfolio by storing all the historical compositions and operations of the portfolio.
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A detailed analysis of a portfolio is a must for a portfolio manager. e-Portfolio Analysis also allows the user to comply with
regulatory risk control measures and procedures.
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e-Portfolio Analysis is designed to help in this task by providing:
- Analysis of a portfolios
- Market risk measures (VaR)
- Performance attribution of an investment portfolio
- Value at Risk back testing
- Stress testing
- Generating reports of all types of analysis.
Analysis
For a given portfolio it is possible to:
- visualize what would have been its historical evolution.
- compare that with a benchmark with a portfolio specific benchmark.
- look at several risk indicators: Sharpe's, Sterling's and Treynor's ratios, etc...
Performance Attribution
Allows a detailed compartive of performance against a portfolio specific benchmark:
- Main performance indicators: Selection, Allocation, Difference, etc...
- Different visualization aggregations: Asset Type, Asset Class, Asset...
- Different temporal aggregations, with the posibility of multiple time frames.
- Excel export of detailed performance information.
Reports
All the analyses performed on a given portfolio can be exported to pdf or printed.
Technology
- Web application developed in Java using a client-server 3-tier arquitecture, consistent with the J2EE (Java Enterprise Edition) standard.
