Tradar Insight: Risk and Performance Reporting
Integrated Risk Solution to manage internal and investor demands
The Tradar risk and performance reporting suite provides a fully integrated risk engine within the Insight platform.
The solution addresses increasing pressure from investors to reduce operational and portfolio risk by providing on demand risk and performance reports.
The suite combines Tradar Insight’s key performance measures with Lodestar Tungsten’s powerful risk analytics platform. This integrated platform produces a unified reporting suite to provide the all the key measures required by an equity focused manager.
Key benefits include:
- Increased transparency of risk and performance drivers within the portfolio
- On demand analysis of exposure risk and performance utilizing intraday trade activity
- Efficient reporting of all key risk and performance metrics for internal risk management and external risk communication.
Key Features:
Portfolio Risk Analysis
- Value at Risk
- Historic VaR
- Marginal VaR - Max Drawdown
- Exposure Analysis
- Currency Exposure
- Liquidity Analysis
- Option Sensitivities
Portfolio Returns Analysis
- Performance Returns by Geography, Sector and Industry
- Returns Distribution Histogram
- Volatility, Correlation, Skewness, Kurtosis and R-squared
- Risk Adjusted Portfolio Ratios
- Sharpe Ratio
- Sortino Ratio