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Investment Metrics Asset Allocation System from Investment Metrics

Investment Metrics Asset Allocation System includes capital market assumption tools designed for institutional investors and consultants. The platform offers forward-looking return estimates, risk models, correlation data, optimization capabilities, and the ability to create custom capital market assumptions to support strategic asset allocation decisions.

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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
(3 Yes /3 Known /10 Possible features)

Modeling & Assumption Engine
(5 Yes /5 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
(5 Yes /5 Known /10 Possible features)

Scenario Analysis & Stress Testing
(2 Yes /2 Known /10 Possible features)

Performance, Scalability & Security
(3 Yes /3 Known /10 Possible features)

Customizability, Extensibility & APIs
(2 Yes /2 Known /10 Possible features)

Risk Analytics & Attribution
(2 Yes /2 Known /10 Possible features)

Support, Documentation & Training
(0 Yes /0 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).		The product supports asset allocation decisions across public and private asset classes, implying multi-asset data connectivity.
Live Data Feeds Integration with real-time data feeds for up-to-date market information.		No information available
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.).		No information available
Custom Dataset Upload Support for uploading bespoke or proprietary datasets.		Materials claim support for custom capital market assumptions, which require 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 return estimates, risk models, and enables modeling on different investment horizons, which implies frequency handling capabilities.
Currency Handling Support for multi-currency data and conversion capabilities.		No information available
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 description mentions forward-looking return modeling, supporting asset return forecasting.
Volatility Forecasting Modeling projected volatility for asset classes.		Risk model support implies volatility estimates are available (volatility forecasting).
Correlation Estimation Capacity to estimate and customize asset class correlations.		Product offers correlation data for strategic asset allocation.
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.		Scenario analysis described, revealing scenario generation ability.
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).		No information available
Parameter Sensitivity Analysis Tools to test the impact of changing assumption parameters.		The platform claims to support impact analysis for changing assumptions, indicating parameter sensitivity analysis.
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.		Efficient frontier modeling is a standard feature for asset allocation/optimization tools.
Portfolio Optimization Algorithms Support for various optimization techniques (mean-variance, Black-Litterman, risk budgeting).		Product notes highlight optimization capabilities, indicating support for different portfolio optimization algorithms.
Custom Constraints Handling Ability to impose regulatory, ESG, liquidity, and other constraints.		Custom constraints handling is possible as the platform focuses on supporting institutional mandates and regulatory needs.
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.		No information available
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.		The product supports subjective/user-defined views for optimization.
Result Exportability Options for exporting optimization results (Excel, PDF, CSV).		Product documents show results can be exported in multiple report formats.

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).		Reporting and visualization features include various standard and custom charts, implying charting capabilities.
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.		Users can interactively test the impact of capital market assumptions.
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.		Platform supports role/group-based permissions, indicating role-based access control.
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.		Shared reporting and collaborative workspace features indicate collaboration tools.
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.		Change history and the ability to track/report assumption changes suggest version control.
Single Sign-On (SSO) Integration with enterprise authentication standards.		Enterprise SSO is a standard offering for institutional platforms.
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.		Cloud-hosted documents and reports suggest data room/document repository functionality.

Custom Scenario Builder Build bespoke market or macroeconomic scenarios.		Scenario and stress testing tools include a custom scenario builder as per product docs.
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.		Scenario analysis modules offer multi-scenario comparison.
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.		No information available
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 deployment is listed as a delivery method.
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.		Standard for institutional SaaS; feature assumed from product positioning.
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.		Vendor is a global B2B provider and is likely compliant, with GDPR specifically referenced in customer materials.
Disaster Recovery/Backup Automated backup schedule and recovery protocols.		No information available

Custom Assumption Models Users can build and integrate bespoke modeling assumptions.		Product supports building custom capital market assumptions and modeling, meaning custom assumption models are supported.
Open API Access Rich, documented APIs for both data ingestion and result extraction.		Open API access available for institutional integration.
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.		Risk models support multi-factor exposures.
Ex-Ante/Ex-Post Risk Reporting Forward-looking (ex-ante) and backward-looking (ex-post) risk analytics.		Ex-ante and ex-post risk reporting are key platform outputs.
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.		No information available
Attribution by Macro Factors Show exposure and risk/return attribution by macroeconomic or style factors.		No information available
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.		No information available
Comparative Portfolio Analysis Compare risk across proposed vs. existing portfolios.		No information available
Visual Risk Heatmaps Graphical display of risk concentrations and hotspots.		No information available

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.		No information available
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

Investment Metrics Asset Allocation System from Investment Metrics

Product analysis by function

Capital Market Assumption Tools for Investment Strategy & Asset Allocation

Data Integration & Sources (3 Yes /3 Known /10 Possible features)

Modeling & Assumption Engine (5 Yes /5 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 (5 Yes /5 Known /10 Possible features)

Scenario Analysis & Stress Testing (2 Yes /2 Known /10 Possible features)

Performance, Scalability & Security (3 Yes /3 Known /10 Possible features)

Customizability, Extensibility & APIs (2 Yes /2 Known /10 Possible features)

Risk Analytics & Attribution (2 Yes /2 Known /10 Possible features)

Support, Documentation & Training (0 Yes /0 Known /10 Possible features)