eVestment Quantum Analytics

Quantum Analytics SM

A powerful portfolio decision support solution with features like Efficient Frontier optimization and liquidity analysis.

eVestment Quantum Analytics is a dynamic, web-based solution built for performance analysis, screening, research and portfolio construction with optional advanced risk analysis capabilities. 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, Monte Carlo simulation, liquidity analysis and returns-based style analysis. Quantum is also complete with interactive capabilities like drag-and-drop charting, interactive profiles and personalized dashboards.

Access Comprehensive Data

  • Access the eVestment global dataset which comprises over 68,000+ total traditional vehicles and alternative strategies
  • Integrate third-party datasets and allows for user-entered proprietary fund information
  • Improve efficiency and communication across your organization by using consistent data

Screen and Target Managers

  • Filter a large database in just a few clicks with our advanced search module
  • Narrow down products as you type with the ability to specify other characteristics like asset class, investment focus, strategy and geographic focus
  • Adjust sliders to select ranges of desired returns, standard deviations, skewness, kurtosis and more

Perform Fund Analysis with Interactive Profiles and Charts

  • Use the interactive profile to compare a fund’s performance by dragging and dropping benchmarks and funds into 50+ charts, as well as by viewing risk analysis, correlations and historical performance tables
  • Get a visual snapshot of your fund against benchmarks using the R, R-Squared, Alpha, Beta and other correlation calculations
  • Dynamically zoom across different economic time periods to view a fund’s performance calculated on-the-fly great for live client meetings
  • Export and save charts to a .png, .jpeg, PDF or SVG vector image for use in reports

Conduct Advanced Fund and Peer Group Analysis

  • Use returns-based style analysis to track strategies over time, ensuring adherence to style guidelines
  • Determine if active return was a result of allocation, selection, style or timing using our optional holdings-based attribution module broken down across regions, sectors, countries and industries
  • Simply drag and drop a peer group into an interactive fund profile to see how it compares

Portfolio Construction

  • Build, optimize and evaluate hypothetical or active portfolios
  • Save allocated portfolios and create composites that reflect historical allocation changes with options for rebalancing and backfilling

Portfolio Analysis, Optimization and Simulation

  • Assess current or proposed allocations relative to the Efficient Frontier and analyze your portfolio diversification with the correlation matrix heat map
  • Look at your portfolio from all angles with the exposure grouping feature which allows you to roll your portfolio up to an asset class, investment focus or strategy view versus just a product-level view
  • Determine the contributors and detractors to performance using a returns-based approach – track your contribution to return on both an absolute and relative basis for monthly and quarterly timeframes, as well as a cumulative basis to see how allocations are performing over longer time-frames
  • Take advantage of our easy-to-use liquidity simulation tool to view upcoming redemption possibilities and fees associated with those redemptions
  • Use Monte Carlo simulation to better predict probable outcomes for risk, return and asset growth
  • Add on our optional RiskPlus module for an in-depth look at risk across your portfolio including features like risk budgeting, shock and stress testing, factor analysis and more

Build Professional Reporting

  • Create made-to-order, client-ready tear sheets and reports by dragging and dropping tables, charts and narrative text blocks into one of many layout options
  • Choose from our library of existing templates with the ability to customize reports by adding your firm’s logo and colors
  • Refresh Excel-based reports with the click of a button without having to log in to eVestment
  • Export fund and portfolio reports to PDF

"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
Catallyst Advisors

Read the Case Study >

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