Risk

Investics can provide a suite of risk data to complement the complete investment picture.  Other related data services include: holdings and transactions, industry benchmarks, ESG ratings and filters, security master reference, monte carlo analysis, historical scenario analysis, hypothetical scenarios and stress tests, risk scores, global multi-asset class exposures, fee analysis, global multi-asset factor analysis (betas, expected returns, volatility, correlations, etc.), historical returns (total return, total return indices, drawdowns, recovery, up/down market capture, etc.), ex-post volatility and correlation (portfolio risk), historical volatility and correlation (portfolio, historical, factor based, residual and VAR), fixed income analysis (yield, YTM, YTP, YTC, YTW, OAS, duration, key rate durations, convexity, return analysis (excess return, ratios (Sharpe, Sortino, etc.).  

 

For further information on an Investics data service, please click on one of the data service links above or on one of the sample  Dashboard Thumbnails below.  A full list of all publicly available Investics offerings is available in AWS Marketplace or by clicking on this link:  AWS Marketplace.

 

Imagine if another 2008 financial crisis or 1994 Fed tightening cycle reoccurs.  How much are you likely to lose?  This dashboard and corresponding DARTS data service provides a series of historical scenario returns represented as a percentage loss against your current portfolio(s) and holdings, if that specific historical scenario were to occur today.  Returns are calculates at both the aggregated portfolio weighted average, as well as for the individual portfolio holdings levels.  Statistics provided include returns for each of the Crashes of 1987, 2000 and 2008,1998 Ruble Crisis, 1994 Fed Hikes, 2010 Greek Financial Crisis, 2015 Chinese Contagion, 2018 Trade War, Average Bull Market, Average Bear Market, Average “Normal” Market, among others.  Actual, factor-based, or back filled peer-group returns can be used.  Returns for a custom date range can also be calculated. Click on the thumbnail to the left to see a live interactive sample dashboard with a demo portfolio updated daily.  To subscribe to this trial sample DARTS service at no cost for one month, click here:  Investics DARTS Historical Scenarios Sample Trial.   

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