Mon, Mar 27, 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. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He