POW! Risk: The ultimate in flexible risk reporting
POW! Risk allows you to analyse existing and hypothetical portfolios in the light of a given risk model, and to identify the risk, return and other characteristics of each asset and each factor, and their contributions to the portfolio as a whole. Compliance with constraints can also be verified. A simple wizard will allow you, in a matter of minutes, to design your own reports and graphs using POW!'s Excel "Bridge" functions, and then store them as templates for future use.
The advanced user can by-pass the wizard, and create completely customised reports using the Bridge functions directly. POW! Risk supports the same range of models as POW! Frontier, with which it is designed to be compatible, and with which it shares the POW! Universe and POW! Portfolio modules. POW! Risk can also be used to extend POW! Frontier and POW! Robust, enabling the provision of detailed analyses of frontier portfolios.
Each statistic, where relevant, is available at any level of aggregation you require, from individual stock through industry/country/class/factor to total portfolio, in a choice of:
- factors (according to the model, plus specific/residual and total)
- moments (weight, beta, return, risk, ratio, variance, probable return, VaR, constraint value etc)
- styles (factor value, value, contribution, contribution %, marginal contribution etc) - relativities (absolute, relative, tracking etc)
- period and, in the case of VaR etc, probability.
- Portfolios can also be compared against policy portfolios, whether in absolute or relative space.
For more information please contact us