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PFaroe Suite

PFaroe Portfolio Management​

Perform performance attribution, Monte Carlo and historical risk analysis, and stress testing for multi-asset class portfolios with integrated market data, climate analytics, and ESG content.

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PFaroe Portfolio Management Features

Transparency into an investment portfolio’s exposure, risk, and performance analytics for asset managers and their stakeholders.

Overview

Summary of your portfolio’s current state

  • Fund-level returns summary
  • Allocation-level returns analysis
  • ESG summary
  • Emissions summary
  • Risk through time and risk type decomposition

Analyze the sources of return for your portfolio or fund structure using factors and/or customized methodologies

  • Cumulative returns chart
  • Fund-level returns summary
  • Factor-level returns analysis
  • Factor-level decomposition
  • Fully configurable by user for each portfolio and benchmark

Identify your areas of concentration and sensitivities to factor movements

  • Exposures analysis at the group level
  • Cashflow analysis at the group and issue-level
  • Key-rate analysis

Analyze the market risk of your profile using Monte Carlo or historical methods

  • Visualize the risk of your portfolio through time to identify trends and regime changes
  • Risk decomposition at the factor level
  • Risk decomposition at the classification level
  • Risk analysis using any user-specified collection of classifications

Simulate hypothetical portfolios to see the impact on your portfolio analytics

  • Rebalance holdings at any level using a user-specified hierarchy
  • Add securities on the fly
  • Save multiple scenarios
  • Evaluate the impact of stress tests using what-if scenario analysis

Define scenarios and evaluate their impact on your portfolio’s value

  • Stress one or more factors
  • Granular filtering to target specific portions of your portfolio

Evaluate the ESG qualities of your portfolio

  • Visualize the evolution of the ESG quality of your portfolio in absolute terms, but also relative to a benchmark portfolio
  • Review active incidents affecting your portfolio
  • Slice and dice your portfolio to see its ESG profile at any level

Evaluate the climate qualities of your portfolio

  • Visualize the carbon emissions of your portfolio in absolute terms, but also relative to a benchmark portfolio
  • Visualize the impact of scopes 1, 2, and 3 emissions
  • Slice and dice your portfolio to see the emissions associated across holdings

Implementing a new tool can take time but PFaroe has a streamlined process

  • Integrated ETL tool streamlines integration
  • Data can be provided by you, your custodian, or other third parties
  • Reference and market data is provided for listed securities

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