Quant Style component employs Return-Based Style Analysis, a factor model to explain fund returns. The factors include a broad selection of benchmarks, indices or economic factors such as value, growth, small cap, momentum, country, or sector portfolios. You may import any available factor series and create custom factor sets.

Various regression methods

Find the key economic factors driving manager performance by running multiple regression analysis over any factors or indices. The multiple regression engine offers five different techniques: direct, stepwise, forward, backward and maximum r-squared. It allows constructing either fund-to-factors or factor-to-factor models.

Interactive charts

Style analysis interactive and animated charts ensure user-friendly graphical interface when analyzing instruments with a large number of dependent variables. You can rotate charts or highlight (slice) a selected factor with a single mouse click.

Trend Segmentation™ included

The Style component includes the embedded Trend Segmentation™ routine, which provides a greater insight into manager performance over diverse market conditions. Now you can not only identify the significant economic factors, but also perform an attribution analysis against various factor states, ex. uptrend, trendless or downtrend (for trend-related indices or factors).