Metrics Print E-mail

Consolidating hundreds of quantitative statistics, charting and stochastic simulation results, Metrics module presents the most heavily exploited Quant Suite component. Powered with the advanced risk management models, Quant Performance Analytics software is capable of delivering deep insights into manager risk-return profiles.

Historical and Simulated Risk-Return Statistics

In addition to hundreds of available historical risk and return statistics, Quant  engine also offers performance analytics derived from the distribution Best Fit routine that performs stochastic simulation of manager returns. Though designed specifically for hedge funds, this approach can be also effectively employed for analyzing any non-linear investment vehicles.

Tabbed Statistics Panes

Switch statistics panes by a single mouse click. Select metrics from the available groups: Risk-return, VaR derivatives, Distribution properties, Fit metrics, Sharpe ratio, Expected Shortfall, alpha and beta metrics or Downside Deviation. Define any custom analysis periods. Exploit the latest Omega ratios or Kappa-based risk models and many more...

Advanced Charting

Metrics pane interactive charts encompass 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.