The September 2015 release of StatPro Revolution is now live!
Version 64 continues our expansion of advanced risk management with new relative risk and risk attribution dashboards, supporting reports and enhanced table view configuration options.
NEW RISK MANAGEMENT ANALYSIS SCREENS
We continue to add advanced risk analysis features to the platform and Version 64 includes new relative risk and risk attribution dashboards. These new screens build upon the risk measures we introduced in our last version and provide dynamic visual analysis of your portfolio’s risk versus the benchmark. Our advanced risk management analysis is now combined with our award winning compliance monitoring features and both are now available for all Platinum portfolios under a new top level menu called ‘Risk’ with our absolute risk analysis still available for all Gold portfolios. The new screens show the familiar dashboard view by default, but also allow you to easily switch to additional charts along with a dedicated report/grid view. The relative risk analysis shows expected relative returns and also relative VaR, expected tracking error and the relative VaR ratio as a percentage. The new risk attribution screen shows relative weights and attribution effects at sector level and allows you to switch between relative VaR attribution and tracking error attribution. You can also switch between a single and multi-currency model.
NEW RISK MANAGEMENT REPORTS
To support the new relative risk attribution screens we have created two new reports which are now available in the report library. The two new reports are Value at Risk Attribution and Expected Tracking Error Attribution. They are available now for all Platinum portfolios.
NEW CONFIGURABLE GRIDS
We have enhanced the analysis grids within the new risk management screens, allowing you to configure up to 15 measures to compare against each other. This grid enhancement will be rolled out to all our screens over time and is part of our roadmap towards completely configurable dashboards.
ANOTHER AWARD FOR STATPRO REVOLUTION!
A huge thank you to all those clients and users who voted for us in the recent Wealth & Money Management awards. StatPro Revolution won the Best Portfolio Analysis Platform UK award for 2015. You can read the full story here.
Watch our latest product update video here.
Or, for more information, read the full release notes here.
Log in now to start using these new features.