The pie chart displays a mix of consolidated exposures that comprise a product’s clone portfolio.
Factor Exposures vs Category Average
The chart shows the manager’s exposure or beta to various factors, sectors or risks calculated using returns based style analysis in comparison to its percentile ranking vs its Aapryl Peer Group.
Factor Exposures vs Peer Group Average
The chart shows the manager’s exposure or beta to various factors calculated using returns based style analysis. The chart presents the exposures as of the date presented in the chart and shows the exposure in the context of the manager’s peer group. While no generalization can be made regarding a […]
Stress Test
The stress test chart shows how a portfolio and its benchmark would have performed in various periods of market stress. Aapryl has included several predefined stress periods for easy visibility and also allows users to define others as well.
Manager Skill vs Peer Group
The chart shows the manager’s skill at various time periods as compared to the Aapryl peer group.
Optimized Portfolio Composition
The Optimized Portfolio Composition Table is related to the Optimized Portfolio Table as it provides additional information on the portfolio highlighted in the Optimized Portfolio Table. The table provides the managers comprising the portfolio and their weights. It also shows the same statistics that are shown in the Optimized Portfolio […]
Optimized Portfolio Table
The Optimized Portfolio Table shows statistics on the portfolios created by the optimization. The portfolio statistics displayed include Aapryl expected alpha, historical return, long term clone return, standard deviation, information ratio, tracking error, downside tracking error and turnover. The historical statistics are calculated from the start date entered when running […]
Manager Skill vs. Peer Group
The Manager Skill versus the Peer Group chart shows annualized returns for various time periods against the manager’s Aapryl Peer Group. Peer groups are broken into quartiles so that users can visually understand how a manager’s performance compares to that of its peer group.
Manager Skill Comparison (vs Peer Group)
The Manager Skill Comparison chart shows the return from stock selection skill and the return from timing skill for both the manager and the peer group. The X axis shows the style timing alpha which is a manager’s dynamic clone return less its static clone return. The Y axis shows […]
Manager Composite Performance
The Manager Composite Performance Table provides performance information across various time periods. It shows the manager, static clone and benchmark returns. It also shows the manager’s over or under performance against the benchmark; the manager’s passive style, manager’s return from skill and its peer group rank. The passive style compares […]