Investment Analytics

Bringing Investment Into Sharper Focus

 

Investment Analytics

Focusing primarily on risk and performance, RisCura’s investment analytics provide the independent analysis and independent verification needed to support primarily hedge fund management companies, investment managers, asset owners, brokers, service providers and more in making sound investment decisions, with the first-class intelligence and analysis they need to match performance with expectations.

With extensive experience and skill in analysing both regulated and unregulated assets across multiple investment vehicles and territories, we provide customised reports that assess the dynamics of both popular asset classes and unlisted investments like off-market bonds, property and unlisted instruments.

From a foundation based on the work and needs of our own Investment Advisory, Strategy, Administration, Valuation and Compliance, we transform raw data into valuable information that maintains stability and increases investment returns for our clients.

 

Risk and Exposure Reporting

The volatile nature of today’s investment markets makes it essential to maintain an accurate picture of the location, size and economic exposures to which an investment may be subjected. From a scientific and data-driven base, our risk and exposure services help managers and investors view risk through different lenses, taking the best versions of proven statistical models and creating a mathematical story of portfolio risk that makes sense. This we deliver in information-rich custom reports that meet reporting and compliance monitoring requirements, with advice on how best to view stated risk and exposure positions.

Our risk reporting services break down portfolios to reveal where market risks lie, from a broad view to the most granular levels of detail, specific to asset classes and investor types, providing a clear indication of an investment versus its benchmark and peers or aggregated risk across managers.

Our exposure reporting returns physical and effective reporting, enabling you to compare with benchmarks and assess how risk or the opinion of a manager has changed over time, red-flagging managers or accounts that exceed specified loss thresholds over any time period.

 

Performance Analytics

Of huge value in investment manager research and selection, benchmarking or review, our performance measurements and reports tell the true story about why an investment manager performed in a certain way, helping to contextualise performance against industry peers and competitors. We provide accurate information across a wide range of investment vehicles around the world, in line with global best practice such as the Global Investment Performance Standards (GIPS).

Based on huge volumes of data, our performance reporting covers both single and composite structures, typically measuring past performance as a viewpoint from which to assess problems stemming from unbalanced exposure to instruments, managers, markets and currencies. We measure performance on an absolute basis, relative to approved benchmarks as detailed in investment mandates and relative to liabilities, where necessary.

We offer bespoke solutions to our clients by integrating their risk reports with their performance reports and create a risk-adjusted framework for clients to monitor where the performance has been generated from and whether the appropriate risk was taken.

 

Indexation and Benchmarking

We provide expert independent indexation and benchmarking services for a range of investments, managers and service providers, from stock exchanges to banks, exchange-traded fund providers and investment managers. As an independent external indexation calculation agent we create safe and cost-effective independent indexation and benchmarking models, including index calculation and development.

  • Custom Indices – Our proprietary technology enables us to customise and automate all relevant measurement processes for index calculation and development, from a knowledge-base that extends beyond the calculation of indices to the design, construction and rules that govern them, along with back-testing, model testing and development of ideas into quantitative models.
  • Custom benchmarks – We specialise in helping clients create benchmarks where calculations are complex or require difficult-to-find data, with returns and constituents calculated on a daily or monthly basis, enabling straightforward performance tracking and accurate peer comparisons.
  • Quants Solutions – Our team of analysts has vast experience in providing insights around financial engineering problems to investors, investment managers, hedge funds and more. This includes ad-hoc custom services for research, stress-testing the stability of different models or providing an independent second opinion to validate new model development.

Our backtesting provides a customised and hypothetical view on models, scenarios and ideas to show retrospectively how portfolios would have behaved.

Our independent pricing enables impartial valuation of a variety of financial instruments, including over the counter (OTC), interest rate instruments, equities, exotic derivatives and complex financial structures, as well as market-traded instruments not liquid enough for a reliable price discovery process.

 

A Clearer View with RisCura

Because we shine a bright light on your existing and past investment data, you benefit from an independent and accurate representation of your investment activity, without doubt or speculation – delivered from our vast knowledge of manager and market data and advanced analytical skills and systems. This translates into often-unexpected insights on portfolio or investment processes, even leading to previously undiscovered investment opportunities and improved management approaches.

To find out how RisCura’s investment analytics can bring both clarity and control to your investment activity, contact us here.