PerTrac Analytics

PerTrac Analytics

A powerful desktop platform for heavy performance analysis and portfolio construction including Linear, Efficient Frontier and Black-Litterman methods plus Monte Carlo simulation.

Data Aggregation and Management


  • Combine, centralize and automatically de-duplicate fund information from different data sources into a unified, searchable database
  • Analyze data from both traditional and alternative data sources
  • Import your own proprietary data or append manager data with custom fields

Screen, Monitor and Select Managers

  • Select managers based on both quantitative and qualitative investment criteria in order to create and continuously evaluate composite portfolios and composite benchmarks
  • Perform risk/reward analysis on single or multiple investments, using over 900 statistics available in a user-friendly, organized and flexible format
  • Measure how well investment managers in your portfolio adhere to their stated style objectives and guidelines
  • Seek out managers based on various statistics, including peer group rankings

Portfolio Analysis, Optimization and Simulation


  • Build, optimize and evaluate pro forma or active portfolios
  • Use rolling factor analysis to determine market factor sensitivities over time
  • Generate probabilities for meeting financial goals over various time frames
  • Forward looking VaR analysis using Monte Carlo simulation
  • Maximize your portfolio’s efficiency by building and evaluating it using the Linear, Markowitz or Black-Litterman methods

Advanced Risk Analysis Module

  • Use the award-winning PerTrac RiskPlus add-on module to identify the sources of risk in multi-asset class portfolios using cutting-edge statistics based on fat-tailed distributions, dynamic correlations and multi-factor models
  • A returns-based approach using existing fund allocations and monthly return streams saves time over position-based analysis
  • Customize risk analysis using custom factor models, risk budgeting and user-defined stress tests
  • Scenario stress testing to shock market factors the portfolio investments are exposed to
  • Create comprehensive, easy-to-interpret reports that break down your portfolio’s risk and return components

Portfolio Management for Hedge Fund Portfolio Managers

  • Automate liquidity management for your portfolio using the most complete liquidity terms in the industry
  • Dynamically calculate your portfolio-level exposures on any chosen date as you model or monitor your portfolio
  • Project future cash transactions such as holdbacks, portfolios inflows/outflows and miscellaneous expenses
  • Easily compute estimated balances and net asset values

Reporting

  • Create standardized reports from our template library or custom investment reports
  • Easily build reports with user-friendly drag-and-drop functionality
  • Use our PowerLink Excel plugin to connect data and statistics from PerTrac Analytics with models and reports editable in Excel

Open Access Philosophy – Flexible API

  • Develop your own Microsoft .Net software solutions that integrate the data and functionality of PerTrac Analytics
  • Integrate with other internal systems like Microsoft Excel, Microsoft Access, SQL databases, advanced analytical and risk management tools, reporting engines and more

"There is so much information available and so many ways to analyze the data. I rely on eVestment for my reporting needs and have often used the various calculations to demonstrate opportunities in the market for my clients."

John Schaffer
Principal
Catallyst Advisors

Read the Case Study >

New Whitepaper:

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

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