SimCorp launches new fund allocation models
21 November 2024 US
Image: Ivan/stock.adobe.com
SimCorp has launched two Axioma multi-asset class fund allocation models.
The Axioma Fund Allocation Model intends to capture fund investment risk through exposures to a curated set of fund and market category factors. The second model, the Axioma Worldwide Fund Allocation Model, evaluates fund investment risk for equity ETFs and single name stocks.
The models have been designed to meet the key use cases of wealth and overlay strategies, and eliminates the need for multiple models.
“The new Axioma fund allocation risk models offer wide asset class coverage while being designed to use the fewest factors necessary to capture the most important drivers of risk and return,” comments Ian Lumb, head of analytics product at SimCorp.
"The new Axioma fund allocation models are designed to be highly parsimonious, enabling these managers to explain the sources of risk while simplifying the construction of investment portfolios tailored to their specific needs,” Lumb adds.
The Axioma Fund Allocation Model intends to capture fund investment risk through exposures to a curated set of fund and market category factors. The second model, the Axioma Worldwide Fund Allocation Model, evaluates fund investment risk for equity ETFs and single name stocks.
The models have been designed to meet the key use cases of wealth and overlay strategies, and eliminates the need for multiple models.
“The new Axioma fund allocation risk models offer wide asset class coverage while being designed to use the fewest factors necessary to capture the most important drivers of risk and return,” comments Ian Lumb, head of analytics product at SimCorp.
"The new Axioma fund allocation models are designed to be highly parsimonious, enabling these managers to explain the sources of risk while simplifying the construction of investment portfolios tailored to their specific needs,” Lumb adds.
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