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Atrato Advisors

Category: Quantitative Analysis

Returns/Statistical Analysis

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
Posted on March 15, 2016March 15, 2016Categories Quantitative Analysis340 Comments on Returns/Statistical Analysis

Position Analysis

Liquidity

  • Portfolio Level
  • Holding Level Analysis
  • Sidepockets
  • Trading Volume

Peer Group Analysis

  • vs Strategy Peers
  • vs Benchmarks
  • vs Other Portfolio Components
  • Rankings by Statist
Posted on March 15, 2016March 15, 2016Categories Quantitative Analysis357 Comments on Position Analysis

Portfolio Risk Management

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
Posted on March 15, 2016March 15, 2016Categories Quantitative Analysis1,619 Comments on Portfolio Risk Management
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