Sat, Jan 31, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

PerTrac updates its reference toolkit

Tuesday, September 04, 2012
Opalesque Industry Update - PerTrac, has announced that it has updated its reference toolkit, Investment Statistics: A Reference Guide, to include more detail on the math and techniques used to construct, optimize and simulate the returns of portfolios of investment funds. Like prior versions, this comprehensive resource discusses in clear and succinct language how to use key investment metrics to evaluate fund performance and analyze risk.

The new additions to the guide were added to help investors including funds of funds, family offices, pensions, sovereign wealth funds, endowments and other institutional investors manage their portfolios of hedge funds and other actively managed investments. Topics covered include how to build a diversified fund portfolio that mitigates manager risk, how to optimize allocations using efficient frontiers, and value-at-risk (VaR) analysis using Monte Carlo simulations.

Intended for investment professionals, sophisticated individual investors, students and members of the financial press, PerTrac’s latest version of Investment Statistics: A Reference Guide includes step by step reviews of:

  • How to leverage financial statistics to put historical performance in context
  • How to incorporate investment risk statistics into asset allocation strategies
  • How to conduct peer group analysis and use it in fund searches
  • Fat-tail risk analysis, risk budgeting, factor analysis and historical stress testing

“In today’s volatile markets, it’s as important as ever that investors make smart asset allocation decisions that optimize their portfolio and generate acceptable levels of risk,” said Jed Alpert, Managing Director of Global Marketing at PerTrac. "Investment Statistics: A Reference Guide continues to equip investors with the essential – as well as the advanced – financial analysis tools they demand for investment management," he added.

Press release

bc

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: Ex-Citi trader launches 'sleep-at-night’ long/short equity fund[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: After working at Citi's proprietary trading desk, managing a large portfolio between 2008 and 2011, Joel S. Salomon founded SalaurMor Management in New Yor

  2. Investing - U.S. investors favor currency hedged Europe ETFs as euro tumbles, Quants win back investors as Swiss franc fuels volatility gains, David Einhorn's $7bn hedge fund is loading up on this stock, Hedge fund BlueMountain Capital unveils Ocwen Financial short, claims default on notes[more]

    U.S. investors favor currency hedged Europe ETFs as euro tumbles From Reuters.com: U.S. investors stung by the falling euro who want to stay invested in Europe are turning to exchange-traded funds designed to strip out the impact of the region's currency. The biggest among so-called "cur

  3. News Briefs - Millennials use tech tools to jump into investing, Winklevoss twins to launch bitcoin exchange with FDIC insured deposits, Robertson’s legacy from hedge funds to New Zealand, Real estate managers exploring smaller open-end funds[more]

    Millennials use tech tools to jump into investing It is the Facebookification of monetary investing. From social networking platforms that enable young investors to stick to every other's stock-picking mojo, to internet sites for initially-timers hungry for a piece of the Silicon Valley

  4. Update: Prosecutors seek 12 years for hedge fund manager Francisco Illarramendi[more]

    Komfie Manalo, Opalesque Asia: Federal prosecutors have asked the court to sentence convicted hedge fund manager Francisco Illarramendi to 12 years imprisonment for running an elaborate Ponzi scheme that bilked investors hundreds of millions in dollars, including a Venezuelan pension fund, report

  5. Institutions - Ontario pension fund leader calls all asset classes ‘expensive’, Taiwan's BLF plans $2bn in alternative mandates[more]

    Ontario pension fund leader calls all asset classes ‘expensive’ From WSJ.com: The head of one of the world’s largest pension funds said that across asset classes, “everything is expensive.” Ron Mock, who leads Canada’s $141 billion Ontario Teachers’ Pension Plan, said that the plan would