Thu, Sep 21, 2017
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. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  2. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De

  3. Neuberger Berman closes $1.1bn Credit Opportunities Fund[more]

    Neuberger Berman, a private, independent, employee-owned investment manager, announced that NB Private Equity Credit Opportunities Fund LP closed on $1.1 billion of limited partner commitments. The Fund seeks to invest in the secured and unsecured debt of private equity-backed companies, primarily i

  4. Capital Dynamics launches mid-market private credit business[more]

    Capital Dynamics, a global private asset manager, has launched a dedicated Private Credit Asset Management business. Experienced industry executives Jens Ernberg and Thomas Hall have joined Capital Dynamics to co-lead the company's new private credit initiative. They are based in Capital Dynamics' N

  5. ...And Finally - FAN-antic[more]

    From Newsoftheweird.com: Jeffrey Riegel, 56, of Port Republic, New Jersey, left 'em laughing with his obituary's parting shot at the Philadelphia Eagles. In it, Riegel asked that eight Eagles players act as pallbearers, "so the Eagles can let me down one last time." Riegel owned season tickets for 3