https://knowledgebase.aapryl.com Tue, 26 Sep 2023 18:54:40 +0000 en-US hourly 1 https://knowledgebase.aapryl.com/modules/optimized-portfolio-composition/ Tue, 18 Dec 2018 19:50:08 +0000 https://knowledgebase.aapryl.com/?post_type=ht_kb&p=1403 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 table as well as each manager’s marginal contribution to alpha and marginal contribution to risk.

]]> https://knowledgebase.aapryl.com/modules/optimized-portfolio-table/ Tue, 18 Dec 2018 19:48:23 +0000 https://knowledgebase.aapryl.com/?post_type=ht_kb&p=1400 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 the optimization.

]]> https://knowledgebase.aapryl.com/modules/frontier-chart/ Wed, 03 Oct 2018 10:28:10 +0000 http://demo.herothemes.com/helpguru/?post_type=ht_kb&p=128 This chart shows the results from a portfolio optimization.  The pink circle shows the current or chosen portfolio, while the blue circles show various efficient portfolios based on the criteria selected.  The system allows users to both optimize and display results based on various criteria including risk, return, and predicted alpha.

]]> https://knowledgebase.aapryl.com/modules/stress-test/ Wed, 03 Oct 2018 10:27:11 +0000 https://knowledgebase.aapryl.com/?post_type=ht_kb&p=1279 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.

]]> https://knowledgebase.aapryl.com/modules/cyclical-manager-positioning-2/ Wed, 03 Oct 2018 10:26:38 +0000 http://demo.herothemes.com/helpguru/?post_type=ht_kb&p=127 Demonstrates the market cycle positioning analysis for a manager product in a prioritized manner by showing dominant and recent market cycles.

]]>