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
This chart illustrates the growth of a $100 investment over time, comparing a manager’s actual performance to its Aapryl-generated clones and benchmarks. It helps you isolate where skill—like stock selection or style timing—drives outperformance. Chart Elements Lines: Manager Actual: Growth of $100 invested in the real fund. Manager Clone: Growth […]
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
This chart breaks down a manager’s returns into benchmark, style clone, and skill components over a selected period, highlighting positive vs. negative contributions. Use it to pinpoint whether outperformance comes from style fit or true skill. Chart Elements Top Panel (Returns vs. Benchmark): Blue Bar: Manager excess return (actual minus […]
Excess Return Statistics
This table-style chart provides a detailed numerical breakdown of a manager’s excess returns over its benchmark since inception. It separates outperformance into components like style effects, style timing skill, and stock selection skill, giving you a clear picture of what drove results and how repeatable it might be. The summary […]
Manager Skill vs AUM Correlation
This scatter plot examines the relationship between a manager’s skill score and assets under management (AUM) across quarterly periods. It reveals whether capacity growth aligns with skill strength, helping you assess scalability and performance sustainability. Chart Elements Core Components: X-Axis (Assets Under Management in $B): Horizontal scale showing AUM levels […]
Pairwise Correlation Analysis
The chart is used to provide insight into whether a particular factor in a portfolio is crowded and therefore adds an extra dimension of risk. Aapryl calculates the average correlation of the holdings in the portion of the portfolio most exposed to a particular factor. The red line displays the […]