Axioma Releases New Functionality for Multi-Asset Class Portfolio Optimization

Axioma, a provider of innovative risk and portfolio management solutions, today released new functionality for Axioma Portfolio Optimizer, now enabling investment managers to optimize portfolios using multi-asset class risk models. With multi-asset class investing on the rise, this critical new connectivity between multi-asset class risk analytics and cutting-edge portfolio construction allows firms to more easily and accurately build or rebalance portfolios.

With the latest release of Axioma Portfolio Optimizer, firms can use Axioma Risk to create multi-asset class risk models and then optimize portfolios using those same models. Axioma Risk covers more than 120 different asset types. This new linkage between Axioma Portfolio Optimizer and Axioma Risk represents the evolution of the firm’s products, offering a more seamless workflow that helps better align clients’ front and middle office functions.

“As multi-asset class investing continues to proliferate, firms need to be able to quickly and accurately build and test their portfolios to optimize performance,” said Sebastian Ceria, CEO of Axioma. “Firms today are under enormous pressure to better manage risk and understand how different factors impact their portfolios. This latest innovation from Axioma underscores our commitment to delivering innovations that answer the evolving needs of our clients.”

Specifically, the latest release of Axioma Portfolio Optimizer includes:

• Construction of multi-asset class portfolios: Uses multi-asset class risk models and content from Axioma Risk to construct portfolios in Axioma Portfolio Optimizer

• Analyze fund-of-funds portfolios in the single and rebalancing perspectives: GUI now provides analytics for initial and final fund-of-fund portfolios in the single and rebalancing perspectives

• Return analytics automatically calculated for composites in the time series: Returns for custom composites are computed automatically, streamlining the creation of backtests that include user-defined composite assets

• Windows 10 compatibility

Already in use at leading financial institutions, Axioma Portfolio Optimizer delivers firms the flexibility they need to model investment processes their way. Axioma Portfolio Optimizer allows users to construct portfolios using the industry’s most extensive library of modeling options, plus a full suite of risk models and Axioma-supplied market data to power the decision-making process.