Analytics

A full suite of options for in-depth research and due diligence, peer-group comparisons, competitive analysis, flexible filtering and client-ready reporting. 

A Solution for Investors and Managers

Are you the one crunching numbers? Assessing risk? Making investment decisions?  You may need an engine that can access the most comprehensive traditional and alternative databases in the world and brains that can construct portfolios as well as run Markowitz Efficient Frontier analysis. Or perhaps you need an easy-to-use solution for basic screening and monitoring. No matter your set of requirements or role within your firm, we can support your alpha-seeking mission.

Are you the one on the front lines securing capital? Need to have up-to-the-minute reporting at your fingertips and the ability to research the competition? Our solutions offer interactive charting and real-time access to performance information across the database. With our web-based solutions you have access from anywhere and from any computer – even during live client meetings. Analytics also helps you ensure that you effectively compare your investment options to those of your peers — with clarity around how and where your strategy is differentiated.

A Full Suite of Options

As portfolios become increasingly blended, the tools used to select and analyze strategies must also become increasingly blended. By offering distinct, tiered options, all with access to the same multi-asset class “data cloud,” eVestment allows you to scale up and down the solution suite depending on your needs, rather than having a “one-size-fits all” approach to solution delivery. Whether you need access to basic screening, monitoring and reporting or powerful, quantitative analytics with portfolio construction and optimization capabilities, our range of options ensure you can easily find a solution that meets your specific requirements.

 

  • eVestment SpotlightSM Analytics: A cutting-edge, web-based analytics technology solution for peer and competitive fund analysis, as well as screening and monitoring of managers across asset classes — with access to the most critical data points. Spotlight also includes customizable dashboards, dynamic search capabilities and interactive charting that lets you quickly alter timeframes and drag and drop strategies, indexes or universes in and out of your analysis.
  • eVestment SpectrumSM Analytics: A robust, cloud-based solution with rich data across traditional and alternative asset classes for institutional investment screening, monitoring and peer comparison with advanced query capabilities to search on over 2,800 fields. Plus use additional functionality to construct portfolios and allocate assets. Create charting, reporting and Excel exports for custom analysis, in addition to building custom fact sheets using our interactive publishing module. Spectrum also features exploratory research with customizable dashboards, dynamic search capabilities and interactive charting that lets you quickly alter timeframes and drag and drop strategies, indexes or universes in and out of your analysis.
  • eVestment QuantumSM Analytics: A dynamic, web-based solution comprised of a complete set of tools built for heavy performance analysis, screening, research, fund positioning and portfolio construction. With Quantum, you can incorporate the depth and breadth of the eVestment traditional and/or alternatives datasets – over 2,800 searchable data points – as well as third-party and custom data. Included are features such as portfolio construction, modeling and monitoring, optimization using the Markowitz Efficient Frontier allocation model, liquidity analysis and returns-based style analysis. Quantum is also complete with interactive capabilities like drag-and-drop charting, interactive profiles and personalized dashboards.
  • PerTrac Analytics: A desktop solution comprised of a complete set of tools built for heavy performance analysis, screening, research, fund positioning and portfolio construction with unique features such as simulation using the Monte Carlo method, as well as portfolio optimization using the Markowitz Efficient Frontier and Black-Litterman asset allocation models – all with automated reporting for professional marketing materials and tear sheets at the click of a mouse.

Feature Spotlight Spectrum PerTrac Quantum
Delivery      
     Web Based X X
X
     Desktop Based
  X
     API
  X X
Data Capabilities      
     Traditional Database -
     Select Data Points
X   X
     Traditional Database Full   X   X
     Hedge Fund Database -
     Select Data Points
X   X
     Hedge Fund Database Full
X   X
     Private Hedge Fund Portal X X   X
     Third-Party Data Integration X X X X
     Proprietary Data X X X X
Fund Level Analysis      
     Performance X X X X
     Risk and Regression  X X X X
     Efficiency  X X X X
     Value at Risk X X X X
     Peer Group Comparison X X X X
     Returns-Based Style Analysis
X* X X
     Holdings-Based Attribution
X*
X*
Reporting      
     Interactive Charting X X X
     Presentation-Ready Charts,
     Reports and Fact Sheets
X X X X
     Custom Reporting X X X X
     Report Template Library X X X X
     Automated Reporting   X*   X
     Compare Module
X X X
     Advanced Charting and
     Fee Analysis
  X   X
Portfolio Management and Analysis      
     Asset Allocation - Portfolio Builder
X X X
     Portfolio Analyzer -
     Modeling and Optimization
    X X
          Impact (What if) Analysis     X X**
          Markowitz Mean-Variance     X X
          Black-Litterman
  X X**
     Liquidity Analysis    X* X* X
     Monte Carlo Simulation
  X X**
     Wealth Planning     X X**
Advanced Risk Analysis
 

Stress Testing    X* X* X*
Risk Budgeting
 X* X* X*
Multi-Factor Regression    X* X*  X*
Robust Correlation      X* X* X*

* Available as an add-on module
** Coming Soon

New Whitepaper:

Exploring the Challenges of Multi-Asset Class Analysis in Institutional Portfolios

Read More