Thu, Apr 17, 2014
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   |   
Banner
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: European stock-picking fund up 19% YTD, bets on small caps’ high cash level[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Here is a European long/short equity fund that has been beating the odds since its 2008 inception by employing its own investment model, frequent company visits

  2. CTAs could face new challenges in a rising rates environment[more]

    Bailey McCann, Opalesque New York: CTAs have taken a beating performance wise lately, and asset flows reports show that investors aren't sticking around to see how the movie ends. Now, a new white paper from Roy Niederhoffer and Coen Weddepohl notes that as interest rates start to tick back u

  3. Investing – Big hedge funds bought Puerto Rico's junk bonds, Fidelity explores new trading venue amid flash trade concerns, Crisis-era Greek bonds reward early buyers with big effective returns, Cargill unit discloses stake in Freddie preferred[more]

    Big hedge funds bought Puerto Rico's junk bonds From Reuters.com: Several large hedge funds doubled down on Puerto Rico in last month's giant bond sale despite the U.S. territory's financial struggles, the Wall Street Journal reported, citing confidential documents reviewed by the newspa

  4. Opalesque TV: First Trust Advisors launches liquid alternatives platform[more]

    Bailey McCann, Opalesque New York: First Trust Advisors is launching a new liquid alternatives platform aimed at building on the companies existing alternative ETFs offering by adding hedged mutual funds. Senior Portfolio Managers Rob Guttschow and John Gambla recently sat down in an

  5. Commodities – Popular value fund manager David Iben bets on Russia, gold,[more]

    From Reuters.com: With large bets on Russia and North American gold miners, one of the best performing stock pickers in the wake of the 2008 financial crisis is back with a new fund that reflects his deep aversion to following the crowd. In the Kopernik Global All-Cap Fund, David Iben is follo