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.
Crowding Thermometer
This chart provides a heat map showing the overall crowding risk. The scale ranges from green, which indicates little crowding risk, to red, which indicates significant crowding risk. Below the thermometer, the chart shows the factors in the portfolio with both the highest and lowest amounts of crowding risk.
Stress Test
The stress test chart shows the hypothetical performance of portfolios and benchmarks at various periods in time in which the market was under stress. The chart can show a single portfolio across different stress periods or a group of portfolios for a single stress period.
Growth of $100: Manager Actual Vs Manager Clone
The chart above shows the growth of $100. The chart to allow users to display either the actual or clone portfolio return for both the manager and the benchmark. It also allows the user to show the returns “gross” in which the two selected return streams will be shown or […]
Return Series
This table shows each month’s performance, either actual or simulated, for the full history of the manager.
Performance vs. Benchmark (Cumulative)
Users can see the long term back-filled history in a growth chart. While the entire history of the manager is shown, the simulated return is differentiated from the actual return by being being shown in red.
Annualized Performance
Shows the long-term performance of a manager with the newly created performance history included in the calculation.
Skill Attribution
The Skill Attribution chart is designed to show how much of a manager’s return comes from skill. The chart’s top section shows the manager’s over or under performance, either positive or negative, against both the manager’s benchmark and static clone portfolio. The bottom chart shows the return derived from manager […]
Excess Return Statistics
The table shows a breakdown of the performance of the manager against various metrics as well as a decomposition of the excess returns to help users understand how a manager derived its performance and how much was from skill. The table measures the manager’s return against the benchmark, static clone […]
Manager Skill vs AUM Correlation
The chart shows the relationship between assets under management (AUM) and skill. The X axis shows the manager’s AUM and the Y axis shows the manager’s skill score.