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Investment Metrics Asset Allocation System from Investment Metrics
Investment Metrics Asset Allocation System includes capital market assumption tools designed for institutional investors and consultants. The platform offers forward-looking return estimates, risk models, correlation data, optimization capabilities, and the ability to create custom capital market assumptions to support strategic asset allocation decisions.
Product analysis by function
Capital Market Assumption Tools for Investment Strategy & Asset Allocation
Specialized modeling software for developing forward-looking return, risk, and correlation expectations across asset classes that serve as inputs to strategic asset allocation models.
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Data Integration & Sources
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Multi-Asset Data Connectivity Ability to ingest data from multiple asset classes (e.g., equities, fixed income, real estate, alternatives). |
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Live Data Feeds Integration with real-time data feeds for up-to-date market information. |
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Historical Data Coverage Availability and depth of historical market data accessible for modeling. |
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Data Vendor Integration Ability to link to major financial data vendors (Bloomberg, Refinitiv, etc.). |
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Custom Dataset Upload Support for uploading bespoke or proprietary datasets. |
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Data Mapping & Cleansing Tools Automated tools for mapping, cleaning, and validating large datasets. |
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Frequency Handling Capacity to handle and standardize data at different frequencies (daily, monthly, quarterly). |
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Currency Handling Support for multi-currency data and conversion capabilities. |
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API Access Provision of APIs for auto data ingestion and integrations. |
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Audit Trails Full traceability regarding source and transformation of input data. |
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Modeling & Assumption Engine
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Asset Return Forecasting Ability to project expected returns for various asset classes. |
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Volatility Forecasting Modeling projected volatility for asset classes. |
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Correlation Estimation Capacity to estimate and customize asset class correlations. |
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Mean Reversion Modeling Modeling long-term mean reverting tendencies for returns/volatility. |
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Fat-Tail/Non-Normal Distribution Support Ability to model distributions beyond the normal (e.g., skewness, kurtosis). |
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Scenario Generation Capability to generate and analyze multiple market scenarios based on user inputs or macro drivers. |
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Macroeconomic Linkages Modeling relationships between macro variables (inflation, GDP, rates) and asset returns. |
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Automatic Calibration System-assisted calibration of CMAs to observed market pricing or benchmarks. |
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Multi-Horizon Modeling Model projections over multiple investment horizons (e.g., 1Y, 5Y, 10Y). |
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Parameter Sensitivity Analysis Tools to test the impact of changing assumption parameters. |
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Speed of Assumption Update Time taken for recalibrating CMAs after data change. |
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Optimization & Asset Allocation
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Efficient Frontier Modeling Generation of efficient frontiers and trade-off curves. |
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Portfolio Optimization Algorithms Support for various optimization techniques (mean-variance, Black-Litterman, risk budgeting). |
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Custom Constraints Handling Ability to impose regulatory, ESG, liquidity, and other constraints. |
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Multi-Objective Optimization Optimization based on multiple objectives (risk, return, ESG scores). |
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Scenario-Based Optimization Run optimization under different what-if macro/market scenarios. |
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Asset Class Granularity Maximum number of asset classes handled per optimization run. |
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Optimization Speed Average time for a full optimization run. |
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Multi-Period Asset Allocation Support for dynamic or glide-path asset allocation approaches. |
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User-Defined Views Integration Ability for users to input subjective views for optimization. |
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Result Exportability Options for exporting optimization results (Excel, PDF, CSV). |
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Reporting & Visualization
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Customizable Dashboards Flexibility to build and customize dashboards for different users/teams. |
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Charting Capabilities Variety of graphical outputs (charts, histograms, heatmaps, scenario trees). |
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Assumption Traceability Clear visibility into how assumptions are derived and used. |
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Interactivity Users can interactively change assumptions and view real-time impact. |
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Simulation Outputs Visualization of simulation/model outcomes (fan charts, Monte Carlo clouds). |
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White-Label Reporting Ability to generate branded reports and presentations. |
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Automated Report Scheduling Set up reports to auto-generate and distribute on schedule. |
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Download Formats Number of file formats supported for output downloads. |
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Annotations/Notes Ability to annotate charts and reports with notes or rationales. |
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Multi-Language Support Options for reports in multiple languages. |
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User Management & Collaboration
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Role-Based Access Control Fine-grained permissioning for individual users and teams. |
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Audit Logging Complete logging of user actions and changes for compliance/audit. |
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Collaboration Tools Real-time note sharing, discussions, and shared workspaces. |
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Approval Workflows Built-in review and approval process for changing key assumptions or outputs. |
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User Capacity Maximum number of active user accounts supported. |
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Version Control Tracking and management of different assumption/model versions. |
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Single Sign-On (SSO) Integration with enterprise authentication standards. |
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User Activity Monitoring Monitoring and reporting of user sessions and activities. |
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Collaboration with External Partners Controlled access and sharing with clients or third-party consultants. |
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Data Room/Document Repository Secure cloud storage for files and documentation. |
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Scenario Analysis & Stress Testing
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Custom Scenario Builder Build bespoke market or macroeconomic scenarios. |
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Historical Scenario Replay Replay and analyze past crisis events (e.g., 2008, COVID-19 shock). |
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Reverse Stress Testing Identify scenarios that would cause portfolio failure or breach risk thresholds. |
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Multi-Scenario Comparison Simultaneous analysis and comparison of multiple market scenarios. |
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Macro Factor Shocks Introduce shocks to macro drivers (rates, inflation) and analyze impact. |
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Downside/Extreme Event Analysis Assessment of tail risks and low-probability extreme outcomes. |
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Sensitivity Dashboards Visual dashboards to understand key sensitivities. |
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Fast Scenario Computation Average time to run and present a new scenario simulation. |
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Pre-Built Scenario Libraries Library of pre-defined macro and market scenarios. |
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Scenario Export/Documentation Ability to export scenario specifications and results for audit and review. |
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Performance, Scalability & Security
(0 Yes /0 Known /10 Possible features)
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System Uptime SLA Percentage uptime guaranteed by the vendor. |
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Concurrent User Support Maximum number of simultaneous users supported. |
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Calculation Speed Median time required for full assumption modeling and optimization run. |
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Cloud Compatibility Capability to deploy or access securely via cloud infrastructure. |
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On-Premise Option Available as an installable solution within internal firewalls. |
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Data Encryption (at rest/in transit) Full encryption of data both when stored and transmitted. |
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Multi-Tenancy Support Segregation of data and resources for different clients or teams. |
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Penetration Testing Certification Regular external security testing and reporting. |
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GDPR/Regulatory Compliance Adherence to relevant data privacy, retention, and usage regulations. |
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Disaster Recovery/Backup Automated backup schedule and recovery protocols. |
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Customizability, Extensibility & APIs
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Custom Assumption Models Users can build and integrate bespoke modeling assumptions. |
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Open API Access Rich, documented APIs for both data ingestion and result extraction. |
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SDK Availability Software development kits for developer customization or embedding. |
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Scriptable Workflows Use of scripting languages or formula editors for workflow automation. |
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Modular Architecture Core modules plus optional add-ons/plugins for increased flexibility. |
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Integration with Portfolio Management/Order Systems Ready-to-go interfaces with downstream execution or monitoring systems. |
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Custom UI Components Build/edit custom user interface components for specific needs. |
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Custom Report Template Design Create and save personalized report formats and templates. |
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Plug-In Marketplace Access Access to a community or marketplace for add-ons/extensions. |
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Script Execution Time Average time to run custom scripts or extensions. |
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Risk Analytics & Attribution
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Multi-Factor Risk Models Incorporate multiple risk drivers and factor models. |
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Ex-Ante/Ex-Post Risk Reporting Forward-looking (ex-ante) and backward-looking (ex-post) risk analytics. |
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Historical VaR & Expected Shortfall Calculation and reporting of Value at Risk and ES based on history. |
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Stress/Scenario VaR Model stress-testing and VaR under defined scenarios. |
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Contribution to Risk Attribution of risk to individual assets or allocations. |
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Attribution by Macro Factors Show exposure and risk/return attribution by macroeconomic or style factors. |
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Risk Reporting Frequency Supported data/reporting periodicity for risk analytics. |
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Drill-Down Analytics Ability to analyze at asset, sector, region, and risk factor levels. |
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Comparative Portfolio Analysis Compare risk across proposed vs. existing portfolios. |
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Visual Risk Heatmaps Graphical display of risk concentrations and hotspots. |
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Support, Documentation & Training
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Dedicated Account Manager Assigned point of contact for support queries and escalation. |
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24/7 Technical Support Round-the-clock helpdesk availability. |
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Online Knowledge Base Comprehensive, searchable user manuals and guides. |
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Onboarding/Training Programs Structured training sessions and onboarding support. |
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Release Notes & Change Alerts Regularly published updates on product changes. |
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User Community/Forums Access to discussion forums and product user groups. |
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Custom Training Materials Bespoke training resources tailored to firm workflows. |
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Multichannel Support Support available via email, phone, and chat. |
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API/Developer Documentation Extensive, well-maintained documentation for technical integrations. |
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User Feedback Mechanism Platform for submitting enhancement requests and feedback. |
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