SENSIS allocation
Individual optimized investment proposals
- Portfolio optimization under consideration of mandate restrictions
- Quantitative methods for risk budgeting (Risk Parity, VAR targeting, etc …)
- Analysis of portfolio diversification, Identification of critical components and portfolio performance contributions
- Recommendations for portfolio reallocation – long term or short term
- Portfolio simulation based on long-term / short-term Monte Carlo Szenarios – adapted to specific mandate restrictions
SENSIS Monitor
Individual risk and performance assessment
- Monitoring the investment guidelines: creating a benchmark allocation and preventive measures against violations of investment restrictions
- Performance monitoring, identification of performance components, and the effects of selection and timing decisions
- Risk and diversification analysis for portfolio components as well as Investment Controlling on master portfolio or overlay level.
- Measures for overlay controlling and hedging
SENSIS Simulator
Stress testing and scenario backtest
- Analysis of Strategies for portfolio optimization, risk reduction to monthly, daily, or the minute time series
- Test of investment proposals in past crises (ex post) and in the Monte Carlo method (ex ante).
- backtest and benchmarking of trading models, Markowitz optimization, absolute return approaches, best-of-(n)- or CPPI concepts
- determine expense Overlay -and- hedge transactions
SENSIS benchmark
Individual indices
- create custom benchmarks for portfolio concepts, specific asset allocations or individual investment strategies
- monitoring of return compared to the corresponding market
- Alternative fund replication with up to three ETF Investments
- determining real time market prices for investment funds
SENSIS hotspot
Market Tidbits
- Market Analysis and comments: Special Events – briefly commented
- peer group and benchmark comparisons, decomposition in alpha and beta
- Stability analysis of market diversification models
SENSIS Reference
Key indicators set for online portals
- Investment figures updated monthly, daily or in real time
- Transparent identification of expected yield, value-at-risk, benchmark outperformance
- risk and performance ranking of funds
Structured Solutions
Our offering in your context
→ Contact us.
We look forward to discuss with you, also based on your specific example which modules cover your current needs and give you an advantage.