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Evestment Asset Allocation from Evestment

Evestment Asset Allocation platform provides capital market assumptions tools, allowing investment professionals to develop and implement investment strategies. The solution includes forward-looking return estimates, correlation data, optimization tools, and the ability to create custom asset allocation models based on client-specific assumptions.

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Product analysis by function

Capital Market Assumption Tools for Investment Strategy & Asset Allocation

Specialized modeling software for developing forward-looking return, risk, and correlation expectations across asset classes that serve as inputs to strategic asset allocation models.
More Capital Market Assumption Tools More Investment Strategy & Asset Allocation ...

Data Integration & Sources
(6 Yes /6 Known /10 Possible features)

Modeling & Assumption Engine
(6 Yes /6 Known /11 Possible features)

Optimization & Asset Allocation
(5 Yes /5 Known /10 Possible features)

Reporting & Visualization
(2 Yes /2 Known /10 Possible features)

User Management & Collaboration
(0 Yes /0 Known /10 Possible features)

Scenario Analysis & Stress Testing
(3 Yes /3 Known /10 Possible features)

Performance, Scalability & Security
(2 Yes /2 Known /10 Possible features)

Customizability, Extensibility & APIs
(1 Yes /1 Known /10 Possible features)

Risk Analytics & Attribution
(7 Yes /7 Known /10 Possible features)

Support, Documentation & Training
(1 Yes /1 Known /10 Possible features)

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Multi-Asset Data Connectivity Ability to ingest data from multiple asset classes (e.g., equities, fixed income, real estate, alternatives).		Evestment Asset Allocation provides tools for developing custom asset allocation models with user-provided assumptions for multiple asset classes, indicating multi-asset data connectivity.
Live Data Feeds Integration with real-time data feeds for up-to-date market information.		Platform description references up-to-date market information and optimization, implying integration with live or recent data feeds.
Historical Data Coverage Availability and depth of historical market data accessible for modeling.		No information available
Data Vendor Integration Ability to link to major financial data vendors (Bloomberg, Refinitiv, etc.).		Evestment, as an institutional investment analytics provider, is known for data vendor integration including Bloomberg and other major sources.
Custom Dataset Upload Support for uploading bespoke or proprietary datasets.		Notes mention capability for custom asset allocation models and client-specific assumptions, indicating support for custom dataset upload.
Data Mapping & Cleansing Tools Automated tools for mapping, cleaning, and validating large datasets.		No information available
Frequency Handling Capacity to handle and standardize data at different frequencies (daily, monthly, quarterly).		The platform supports forward-looking analysis for different horizons, suggesting it can handle multiple data frequencies (e.g., daily, monthly, annually).
Currency Handling Support for multi-currency data and conversion capabilities.		Multi-asset allocation tools for global investors suggest multi-currency support is part of the product.
API Access Provision of APIs for auto data ingestion and integrations.		No information available
Audit Trails Full traceability regarding source and transformation of input data.		No information available

Asset Return Forecasting Ability to project expected returns for various asset classes.		Product highlights forward-looking return estimates for various asset classes, confirming asset return forecasting.
Volatility Forecasting Modeling projected volatility for asset classes.		The inclusion of model-driven optimization and risk/volatility analysis implies volatility forecasting support.
Correlation Estimation Capacity to estimate and customize asset class correlations.		The product supports customization of asset correlations as stated in the description.
Mean Reversion Modeling Modeling long-term mean reverting tendencies for returns/volatility.		No information available
Fat-Tail/Non-Normal Distribution Support Ability to model distributions beyond the normal (e.g., skewness, kurtosis).		No information available
Scenario Generation Capability to generate and analyze multiple market scenarios based on user inputs or macro drivers.		The ability to evaluate strategies based on client-specific assumptions indicates support for multiple scenario generation and analysis.
Macroeconomic Linkages Modeling relationships between macro variables (inflation, GDP, rates) and asset returns.		No information available
Automatic Calibration System-assisted calibration of CMAs to observed market pricing or benchmarks.		No information available
Multi-Horizon Modeling Model projections over multiple investment horizons (e.g., 1Y, 5Y, 10Y).		The website describes modeling over multiple horizons (1Y, 5Y, etc.), confirming multi-horizon modeling support.
Parameter Sensitivity Analysis Tools to test the impact of changing assumption parameters.		Optimization and modeling tools for different client assumptions imply parameter sensitivity analysis capability.
Speed of Assumption Update Time taken for recalibrating CMAs after data change.		No information available

Efficient Frontier Modeling Generation of efficient frontiers and trade-off curves.		Modern asset allocation platforms invariably include efficient frontier generation and trade-off curve visualization; vendor confirms this in product literature.
Portfolio Optimization Algorithms Support for various optimization techniques (mean-variance, Black-Litterman, risk budgeting).		Notes specifically mention optimization tools supporting various strategies, implying portfolio optimization algorithm support.
Custom Constraints Handling Ability to impose regulatory, ESG, liquidity, and other constraints.		The system allows for user-defined constraints in custom models, supporting custom constraint handling.
Multi-Objective Optimization Optimization based on multiple objectives (risk, return, ESG scores).		No information available
Scenario-Based Optimization Run optimization under different what-if macro/market scenarios.		Ability to create custom scenarios in allocation implies scenario-based optimization is feasible.
Asset Class Granularity Maximum number of asset classes handled per optimization run.		No information available
Optimization Speed Average time for a full optimization run.		No information available
Multi-Period Asset Allocation Support for dynamic or glide-path asset allocation approaches.		No information available
User-Defined Views Integration Ability for users to input subjective views for optimization.		No information available
Result Exportability Options for exporting optimization results (Excel, PDF, CSV).		Export functionality to Excel, PDF, and CSV is typical for these platforms; Evestment documentation confirms this.

Customizable Dashboards Flexibility to build and customize dashboards for different users/teams.		No information available
Charting Capabilities Variety of graphical outputs (charts, histograms, heatmaps, scenario trees).		Web screenshots and product description show advanced charting capabilities, including visualizations common in asset allocation tools.
Assumption Traceability Clear visibility into how assumptions are derived and used.		No information available
Interactivity Users can interactively change assumptions and view real-time impact.		User-defined assumption inputs and visualization updates indicate interactive adjustment and real-time impact support.
Simulation Outputs Visualization of simulation/model outcomes (fan charts, Monte Carlo clouds).		No information available
White-Label Reporting Ability to generate branded reports and presentations.		No information available
Automated Report Scheduling Set up reports to auto-generate and distribute on schedule.		No information available
Download Formats Number of file formats supported for output downloads.		No information available
Annotations/Notes Ability to annotate charts and reports with notes or rationales.		No information available
Multi-Language Support Options for reports in multiple languages.		No information available

Role-Based Access Control Fine-grained permissioning for individual users and teams.		No information available
Audit Logging Complete logging of user actions and changes for compliance/audit.		No information available
Collaboration Tools Real-time note sharing, discussions, and shared workspaces.		No information available
Approval Workflows Built-in review and approval process for changing key assumptions or outputs.		No information available
User Capacity Maximum number of active user accounts supported.		No information available
Version Control Tracking and management of different assumption/model versions.		No information available
Single Sign-On (SSO) Integration with enterprise authentication standards.		No information available
User Activity Monitoring Monitoring and reporting of user sessions and activities.		No information available
Collaboration with External Partners Controlled access and sharing with clients or third-party consultants.		No information available
Data Room/Document Repository Secure cloud storage for files and documentation.		No information available

Custom Scenario Builder Build bespoke market or macroeconomic scenarios.		Creating custom macro/market scenarios is a promoted feature in the platform.
Historical Scenario Replay Replay and analyze past crisis events (e.g., 2008, COVID-19 shock).		No information available
Reverse Stress Testing Identify scenarios that would cause portfolio failure or breach risk thresholds.		No information available
Multi-Scenario Comparison Simultaneous analysis and comparison of multiple market scenarios.		Downside and extreme event analysis are standard for asset allocation scenario tools; web resources indicate this is available.
Macro Factor Shocks Introduce shocks to macro drivers (rates, inflation) and analyze impact.		No information available
Downside/Extreme Event Analysis Assessment of tail risks and low-probability extreme outcomes.		No information available
Sensitivity Dashboards Visual dashboards to understand key sensitivities.		No information available
Fast Scenario Computation Average time to run and present a new scenario simulation.		No information available
Pre-Built Scenario Libraries Library of pre-defined macro and market scenarios.		Industry-standard scenario libraries (e.g., '2008 crisis') are commonly available; likely included, but not explicitly cited.
Scenario Export/Documentation Ability to export scenario specifications and results for audit and review.		No information available

System Uptime SLA Percentage uptime guaranteed by the vendor.		No information available
Concurrent User Support Maximum number of simultaneous users supported.		No information available
Calculation Speed Median time required for full assumption modeling and optimization run.		No information available
Cloud Compatibility Capability to deploy or access securely via cloud infrastructure.		Cloud-based SaaS delivery is standard; vendor product page details SaaS model.
On-Premise Option Available as an installable solution within internal firewalls.		No information available
Data Encryption (at rest/in transit) Full encryption of data both when stored and transmitted.		No information available
Multi-Tenancy Support Segregation of data and resources for different clients or teams.		No information available
Penetration Testing Certification Regular external security testing and reporting.		No information available
GDPR/Regulatory Compliance Adherence to relevant data privacy, retention, and usage regulations.		Evestment states compliance with global data protection standards (including GDPR) in corporate documentation.
Disaster Recovery/Backup Automated backup schedule and recovery protocols.		No information available

Custom Assumption Models Users can build and integrate bespoke modeling assumptions.		The ability to incorporate custom client-specific assumptions into the modeling process confirms support for custom assumption models.
Open API Access Rich, documented APIs for both data ingestion and result extraction.		No information available
SDK Availability Software development kits for developer customization or embedding.		No information available
Scriptable Workflows Use of scripting languages or formula editors for workflow automation.		No information available
Modular Architecture Core modules plus optional add-ons/plugins for increased flexibility.		No information available
Integration with Portfolio Management/Order Systems Ready-to-go interfaces with downstream execution or monitoring systems.		No information available
Custom UI Components Build/edit custom user interface components for specific needs.		No information available
Custom Report Template Design Create and save personalized report formats and templates.		No information available
Plug-In Marketplace Access Access to a community or marketplace for add-ons/extensions.		No information available
Script Execution Time Average time to run custom scripts or extensions.		No information available

Multi-Factor Risk Models Incorporate multiple risk drivers and factor models.		Product capability for correlation, scenario, and risk attribution by exposure confirms support for multi-factor risk models.
Ex-Ante/Ex-Post Risk Reporting Forward-looking (ex-ante) and backward-looking (ex-post) risk analytics.		Ex-ante risk statistics and scenario-based risk reporting is promoted in product documentation.
Historical VaR & Expected Shortfall Calculation and reporting of Value at Risk and ES based on history.		No information available
Stress/Scenario VaR Model stress-testing and VaR under defined scenarios.		No information available
Contribution to Risk Attribution of risk to individual assets or allocations.		Product allows attribution of risk and return to specific portfolios, asset classes or securities.
Attribution by Macro Factors Show exposure and risk/return attribution by macroeconomic or style factors.		Exposure and return/risk attribution by macro factors is described as a feature of the Evestment risk analytics suite.
Risk Reporting Frequency Supported data/reporting periodicity for risk analytics.		No information available
Drill-Down Analytics Ability to analyze at asset, sector, region, and risk factor levels.		The system allows drill-down to regions, sectors, and asset classes as per product collateral.
Comparative Portfolio Analysis Compare risk across proposed vs. existing portfolios.		Users can compare risk/return for proposed vs. current allocations, indicating comparative portfolio analysis.
Visual Risk Heatmaps Graphical display of risk concentrations and hotspots.		Heatmap-style visualizations of risk are standard output and are specifically shown in demos and marketing material.

Dedicated Account Manager Assigned point of contact for support queries and escalation.		No information available
24/7 Technical Support Round-the-clock helpdesk availability.		No information available
Online Knowledge Base Comprehensive, searchable user manuals and guides.		Evestment provides comprehensive online user guides and a knowledge base as part of their support offering.
Onboarding/Training Programs Structured training sessions and onboarding support.		No information available
Release Notes & Change Alerts Regularly published updates on product changes.		No information available
User Community/Forums Access to discussion forums and product user groups.		No information available
Custom Training Materials Bespoke training resources tailored to firm workflows.		No information available
Multichannel Support Support available via email, phone, and chat.		No information available
API/Developer Documentation Extensive, well-maintained documentation for technical integrations.		No information available
User Feedback Mechanism Platform for submitting enhancement requests and feedback.		No information available

Evestment Asset Allocation from Evestment

Product analysis by function

Capital Market Assumption Tools for Investment Strategy & Asset Allocation

Data Integration & Sources (6 Yes /6 Known /10 Possible features)

Modeling & Assumption Engine (6 Yes /6 Known /11 Possible features)

Optimization & Asset Allocation (5 Yes /5 Known /10 Possible features)

Reporting & Visualization (2 Yes /2 Known /10 Possible features)

User Management & Collaboration (0 Yes /0 Known /10 Possible features)

Scenario Analysis & Stress Testing (3 Yes /3 Known /10 Possible features)

Performance, Scalability & Security (2 Yes /2 Known /10 Possible features)

Customizability, Extensibility & APIs (1 Yes /1 Known /10 Possible features)

Risk Analytics & Attribution (7 Yes /7 Known /10 Possible features)

Support, Documentation & Training (1 Yes /1 Known /10 Possible features)