Sovereign Wealth Funds

Providing the tools to improve outcomes and increase transparency.

Challenges

Sovereign Wealth Funds (SWFs) face many of the same challenges as any institutional investor – diversifying their holdings around the globe to reduce risk, accessing new revenue streams, driving long-term capital growth and investing both opportunistically and strategically. This requires that SWFs be well-informed about both local and global opportunities – across all asset classes – armed with data that reaches far beyond traditional performance measures.

Meeting the Challenge

eVestment offers analytic and portfolio management tools that support finding the optimal mix and allocation of funds for portfolios. eVestment provides a wealth of data from both traditional and alternative assets (55,000 vehicles total) and the ability to research assets, back-test portfolios and create pro forma portfolios. With the right data, SWF CIOs can be confident that they are meeting fiduciary responsibilities by selecting the strongest investment options – and that they understand the risk, performance and liquidity impact to their portfolio. And, with the ability to easily generate reports, graphs and charts, ongoing monitoring of managers and communication with trustees/directors can be greatly enhanced.  

Solutions

Analytics

Analytics provides a robust engine powered by the eVestment global database where Sovereign Wealth Funds can:

  • Screen potential managers on 2,300+ unique characteristics for traditional investments and 500+ characteristics for alternatives including qualitative information and all relevant index/universe benchmarks
  • Screen across 55,000 investment vehicles in all asset classes and geographies
  • Ensure screening includes newer managers and newer strategies
  • Create polished materials to support presentations and analysis processes for stakeholders
  • Compare managers against peers using numerous industry standard calculations
  • Construct, analyze and simulate active or pro forma portfolios using the Efficient Frontier and Monte Carlo Simulation
  • Track liquidity to view upcoming redemption possibilities and fees associated with those redemptions

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Asset Flows

Asset Flows offers a great view into global trends - across asset classes - with visibility into strategies, product types and style emphasis.  With Asset Flows, you can see:

  • What types of products are in or out of vogue?
  • What kind of firm is investing in what kind of product and where?
  • Are the funds in my portfolio moving ahead of market shifts?

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Attribution

Breaking down the components of active return is key to better understanding a manager’s performance, evaluating investment decisions and determining the right questions to ask. eVestment Attribution is an equity holdings-based attribution system that helps you:

  • Understand the impact of security, sector and regional decisions as well as style, timing and activity components – quickly determining the manager’s strengths and weaknesses
  • Access and review attribution within the same Analytics platform you know and love – complete with advanced filtering, charting and publishing capabilities
  • Leverage 100% global institutional holdings data integrated directly into product profiles – no need to import data
  • Evaluate attribution against a new and unique peer group relative view called Peer Alpha – think peer group “benchmark” based on actual and aggregated holdings -- or compare against a specific active manger
  • Assess attribution analysis for hundreds of managers at once – produce reports in less than a minute 

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Peer Alpha

Peer Alpha is eVestment’s web-based, aggregated peer-holdings database that  is fundamentally changing the way investors and pensions assess managers — leveraging the help of the industry’s only 100% institutional equity holdings data.

  • Compare your manager's portfolio to the average portfolio in a universe
  • See how closely your manager is adhering to stated philosophies
  • Enhance performance and holdings overlap analysis

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PerTrac RiskPlus

PerTrac RiskPlus helps investors and pensions better understand their portfolio risk using returns-based analysis for both normal and non-normal distributions using traditional and fat-tailed frameworks.

  • Assess both risk and upside using a returns-based model
  • Utilize an award-winning portfolio risk solution built in partnership with FinAnalytica
  • Test your portfolio under pre-defined or custom market conditions and shock factors
  • Produce easy-to-interpret reporting quickly

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“Pension fund and Sovereign Wealth Fund assets under management are growing quickly despite a global decline in equity capitalization. SWFs have diversified across all asset classes with increasing allocation to alternatives as well as to emerging and frontier markets.”
The Sovereign Wealth Fund Initiative

New Whitepaper:

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

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