Axioma Releases Latest Versions of Axioma Portfolio Analytics and Risk Model Machine™


Axioma – Latest updates deliver more flexible, responsive solutions to meet client demand.

Axioma, a provider of innovative risk and portfolio management solutions, today released updated versions of Axioma Portfolio Analytics™ (“APA”) and Risk Model Machine™ (“RMM”).  These enhancements reflect Axioma’s commitment to capturing and incorporating customer feedback into its solutions and follow major releases of both solutions in March of this year.

“Today’s rapid pace of investment innovation demands flexible, responsive solutions that free up more time for portfolio managers to focus on delivering performance,” said Mark Cushey, director of product management, Axioma. “The latest round of updates reflects our commitment to maintaining an open dialogue with clients. This ensures that any new functionality or enhancements rolled out provide direct and immediate value to our customers.”

Axioma Portfolio Analytics and Risk Model Machine form part of Axioma Portfolio’s fully integrated suite of capabilities that enable users to construct, test and balance their portfolios and gain insights into the drivers of risk and returns utilizing standard or customized risk models.

Updates to Axioma Portfolio Analytics, which provides time-series risk analysis, stress testing and both factor-based and Brinson performance attribution, include:

  • Better handling of ETFs and Fund of Funds in Brinson Attribution: Option to re-collapse ETFs, EIFs and underlying funds to aggregate their returns contributions for reporting, as well as easier creation of Fund of Funds
  • Improved User Interface Performance: Faster application response time and support for higher resolution monitors
  • Additive Form of Risk Decomposition: Inclusion of active and total risk contributions at the factor group and factor level
  • New Previously-Run Analysis Status Bar: Users can see how much of their time-series and attribution analysis has been previously run and stored to help estimate how long reports will take to run.
  • Enhanced Web Services / APIs: These enhancements better accommodate and manage client workflows and increase the amount of diagnostic information returned if errors are encountered.

The new version of Risk Model Machine, which allows clients to build proprietary risk models using Axioma’s IP and core models as the foundation, will support the upcoming US4 fundamental factor risk model. This enables users to take advantage of the most recent Axioma risk model and methodologies as a base in their own custom risk model.

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