Axioma today announced the launch of new interactive dashboards that enable portfolio managers and risk managers to obtain valuable insights on risk from Axioma’s enterprise risk-management platform, factor risk models and full suite of market data.
“Axioma’s intuitive new dashboards expose risk insights trapped in analytics, spreadsheets, disparate databases and static PDF reports, to drive more informed investment decision-making,” said Ian Lumb, Managing Director, Head of Risk Solutions at Axioma. “The highly customizable dashboards provide managers with clear daily risk action plans for understanding what happened, why it happened and how it has changed—both day-over-day and over longer periods of time.”
Axioma’s interactive dashboards utilize consistent analytics, risk and portfolio data from Axioma’s cloud-hosted analytics data warehouse, which eliminates the costly and time-consuming burden of cleansing and aggregating data. Managers can begin each day with a comprehensive understanding of their risk-return profiles, without the need to first run and merge reports or reconcile portfolios and data.
A key feature of the new Axioma dashboards is that the calculation engines are separate from the visualization engine. When a user clicks to pull up a visualization, the calculations can be complete and cached, providing an immediate view of how risk has changed over time on even the largest of portfolios.
“Axioma’s new dashboards make it easy to see where your risk is coming from and to quickly drill down to identify specific sources of risk, yielding a transparent and clear understanding of all your risk issues,” added Lumb.
Key features of the dashboards include:
• Alerts and notifications: The dashboards highlight where a portfolio or position might be out of alignment with the target strategy, enabling managers to quickly decide whether to hedge or rebalance.
• Tracking risk through time: Axioma’s dashboards allow managers to monitor changes in risk, tracking error and volatility over time, helping managers identify trends that may not have been obvious and gain perspective on the direction a portfolio is headed.
• Risk decomposition: Managers can use the dashboards to drill down into the risk analytics, for a deeper understanding of their risk profile at the portfolio or position level, with the ability to parse by strategy, sector, geography, etc.
• Stress scenarios: Managers can see at a glance how a portfolio would react to a variety of potential market events.
• Flexible data comparison: Axioma’s dashboards allow managers to visualize funds side-by-side, and seamlessly compare risk analytics from individual funds.
• Open data warehouse: Axioma’s flexible, extensible data warehouse enables clients to combine custom analytics, proprietary and external datasets and Axioma content for one unified view.