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Consolidating quantitative statistics, charting and stochastic simulation results, the Metrics module presents the most heavily exploited Quant Suite component. Powered with the advanced risk management statistic, the Quant analytical engine is capable of delivering deep insights into manager risk-return profiles.
All-in-one layout
The side-by-side comparative analysis component combines simplicity and sophistication. It offers a single-click comparison of up to four funds over all available statistics. To ensure an instant selection of instruments, the user interface incorporates drag-and-drop features. By default the analytical engine performs distribution fitting and runs stochastic simulation for all the funds being analyzed.
Tabbed statistics panes
Switch statistics panes by a single mouse click. Select metrics from the available groups: Risk-return, VaR metrics, Distribution properties, Fit metrics, Extra metrics, alpha and beta metrics or Deviation derivatives. Define any custom analysis periods. Exploit the latest Omega- and Kappa-based risk models.
Advanced charting
Metrics pane charts include fund-to-indices scatter graphs, benchmark performance analysis charts, VaR drill-down charts, rolling performance and compound return charts. Select the overall life span, predefined 12 or 6 month time frames or custom periods.
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