MantaRisk

Gain a precise understanding of the true exposure of your portfolio thanks to MantaRisk’s factor-based exposure model, working around the significant limitations of using reference data. Access all standard risk analytics (Vol, Sharpe, VaR, cVaR, etc). Perform portfolio stress testing and benchmarking (alpha, beta, idiosyncratic risk).

Construct and optimize portfolios with institutional-grade precision. Use advanced algorithms to balance your asset allocation following specific objectives (e.g. tail risk minimization, benchmark tracking) with full support for constraints across asset class, sector, geography, and instruments allocations.

Clearly identify the true drivers of portfolio performance using our advanced Brinson-Fachler and hierarchical attribution models. Precisely quantify allocation, selection, and interaction effects to easily pinpoint what worked, what didn’t, enabling informed strategic decision-making.