Investment Returns
- Alpha vs. Beta
- Consistency
- Risk/Return Ratios
- Factor Analysis
- Return Distribution
Correlations
- vs Strategy Benchmarks
- vs Market Indices
- vs Peers
- vs Other Asset Classes
- vs Total Portfolio
Liquidity
- Portfolio Level
- Holding Level Analysis
- Sidepockets
- Trading Volume
Peer Group Analysis
- vs Strategy Peers
- vs Benchmarks
- vs Other Portfolio Components
- Rankings by Statist
Risk Measures
- Risk Decomposition by Asset
- Volatility of Returns
- Gain/Loss Deviation
- Risk Attribution
- Adherence to Internal Controls
- Drawdown Analysis
Stress Testing
- Market Shocks
- Skewness and Kurtosis
- Factor Analysis
- Simluations