EVERYSK
REPORTS

Reports covering forecasted and
pro forma portfolio & risk properties.



Pre-loaded with report templates that will help you improve
your portfolio construction and avoid undesirable risk properties.




Why these report are critical:


Risk Attribution

Undesirable risk concentrations should be addressed. Risk attribution reports will flag when you are expressing the same bet multiple times, when you have too much risk on shorts, on specific sectors and so on. Visualize correlation effects that are hard to estimate using simpler exposure analysis.

Factor Analysis

Knowing the "drivers" of portfolio risk is critical. Some amount of risk is inherent to the securities themselves and can be diversified away and some is the result of systematic sources and cannot. Factor reports will help you gauge systematic/idiosyncratic sources, allowing for better portfolio construction.

Stress Tests

Stress test reports will analyze the expected behavior of your portfolio under extreme scenarios. When markets are under pressure, volatility and correlations tend to increase, potentially causing large profit and loss swings. It is critical for money managers to be prepared for those scenarios.


RISK MODULE

INSTANT CLARITY INTO HIDDEN PORTFOLIO RISK CONCENTRATIONS


Risk Module

This module is designed to flag any undesirable risk concentrations. It contains templates that will help you maintain a well diversified portfolio and avoid too much risk allocated to a specific sector, country, security type, shorts and various other criteria.


The Risk module contains the following templates:


Risk


Understand bottom-up risk concentrations from positions, GICS sectors, countries, market capitalization, liquidity, implied rating, duration, dividend yield buckets and user-defined labels.

Risk

Risk Filters


Risk Filters

Break down risk concentrations attributed to: longs vs. shorts, domestic vs. foreign securities, options vs. non-options and fixed income vs. other securities.


Risk Comparison


Verify the trades between 2 portfolio snapshots and plot their risk side by side. Risk can be customized to show: predictive volatility, Value-At-Risk and Conditional Value-at-Risk.

Risk Comparison



FACTOR MODULE

MONITOR THE "QUALITY" OF YOUR PORTFOLIO RISK

Factor Module

This module helps you gauge the amount of various systematic and idiosyncratic risks in your portfolio. These top-down measures are critical when your portfolio contains funds and ETFs.


The Factor module contains the following templates:


Factor


Establish the amount of systematic and idiosyncratic risks under various factor models, such as: macro factors, GICS sectors, risk premia (value, momentum, quality and low volatility), value+growth, US bonds and global bonds.

Factor

Factor Filters


Factor Filters

Establish the amount of systematic and idiosyncratic risks under a selected factor model, attributed to: longs vs. shorts, domestic vs. foreign securities, options vs. non-options and fixed income vs. other securities.


Factor Comparison


Visualize the amount of systematic and idiosyncratic risks for two superimposed portfolios under a selected factor model. Evaluate the trades that might have contributed to those factor changes.

Factor Comparison



STRESS TESTING MODULE

STRESS TEST YOUR PORTFOLIO WITH FLEXIBLE SCENARIOS


Stress Testing Module

This module forecasts the behavior of the portfolio under extreme market conditions. Our stress test templates capture the increase in volatility and correlations that tend to occur when markets are under pressure. Gauge if your portfolio is ready to withstand unfavorable scenarios.


The Stress Testing module contains the following templates:


Scenarios


Inspect the portfolio's forward-looking profit and loss (P&L) under various 10% up/down moves on: US equities, oil, Euro, treasuries and others.

Scenarios

Historical Scenarios


Historical Scenarios

Understand your portfolio's expected profit and loss (P&L) under extreme market conditions from historical events, such as: Asian Crisis 1997, Russian Crisis 1998, Dotcom Bubble 2000, September Attack 2001, Lehman Default 2008, European Crisis 2010, Flash Crash 2010, Oversupplied Oil 2014 and Brexit 2016.


Stress Test


Visualize your portfolio's expected and "tail" P&L under selected exogenous shocks. Break down contributions from positions, security types, sectors, countries-of-risk, liquidity, market capitalization, customized labels, implied rating, duration and dividend yield buckets.

Stress Test

Stress Test Filters


Stress Test Filters

Visualize your portfolio's expected and "tail" P&L under selected exogenous shocks and attribute results to: longs vs. shorts, domestic vs. foreign securities, options vs. non-options and fixed income vs. other securities.


Stress Test Comparison


Visualize the forward-looking profit and loss (P&L) and tail risks for 2 superimposed portfolios under selected exogenous shocks. Map those changes to specific trades.

Stress Test Comparison

EXPOSURE MODULE

EVALUATE YOUR PORTFOLIO LEVERAGE IN A VISUAL FORMAT

Exposure Module

This module helps you visualize delta-adjusted net and gross exposures in the base currency of the portfolio. Quickly evaluate if you are compliant with your mandated exposure.


The Exposure module contains the following templates:


Exposure


Visually inspect the delta-adjusted net and gross exposures in the base currency of the portfolio, aggregated by: positions, sectors, countries, market capitalization, liquidity, implied rating, duration, dividend yield buckets and user-defined labels.

Exposure

Exposure Filters


Exposure Filters

Visualize delta-adjusted net and gross exposures in the base currency of the portfolio, attributed to: longs vs. shorts, domestic vs. foreign securities, non-options vs. options and fixed income vs. other securities.


Exposure Comparison


Superimpose the delta-adjusted net and gross exposure from two portfolios in their respective base currencies. Inspect the delta trades between both portfolios.

Exposure Comparison



BACKTESTING MODULE

A POWERFUL PRO-FORMA BACKTESTER INCLUDING HISTORICAL CURRENCY EFFECTS


Backtesting Module

This module generates a historical total return for the portfolio, enabling you to visualize how your current holdings would have performed in the recent past. The backtest automatically takes into account all the daily FX conversions to a base currency.


The Backtesting module contains the following templates:


Backtest


Visualize a pro-forma backtest for the portfolio and a benchmark, side-by-side with various portfolio statistics, such as: Maximum Drawdown, Sharpe Ratio, Sortino, Alpha, Beta and several others.

Backtest

Backtest Filters


Backtest Filters

Visualize a pro-forma backtest for the portfolio, isolating the contribution to total return from longs vs. shorts and domestic vs. foreign securities. All the historical currency effects are taken into account.


Backtest Comparison


Compare a pro-forma backtest for two superimposed portfolios. Evaluate all trade data between the portfolios. This report can be used with two time snapshots of the same portfolio or with a benchmark.

Backtest Comparison



STATS MODULE

LIQUIDITY, PREDICTIVE VOLATILITY AND MORE AT YOUR FINGERTIPS


Stats Module

This module provides all the relevant statistical attributes for your portfolio, such as: Predictive volatility, Value-At-Risk, Conditional Value-At-Risk, Liquidity and much more.


The Stats module contains the following templates:


Forecasted Properties


Ex-ante properties generated from the simulated performance of the portfolio, such as: predictive volatility, risk adjusted liquidity and duration, Conditional Value-at-Risk, Value-at-Risk and others.

Forecasted Properties

Historical Properties


Historical Properties

Statistics generated from the pro-forma performance of the portfolio, such as: realized volatility, Maximum Drawdown, Sharpe Ratio, Sortino Ratio, Alpha, Beta, Correlation, R2 and several others.


Greeks

Various sensitivities for options and fixed income securities, such as: Delta, Gamma, Theta, Vega, Notional Duration, Risk-adjusted duration, CS01 and others.

Greeks



Custom Module

CUSTOM TEMPLATES

WHITE LABEL YOUR OWN REPORTS

Design your own template using a comprehensive selection of widgets. Customize your visualization parameters: shock magnitudes, factor models, benchmark indices and much more.


Widget Library:



REQUEST A SAMPLE REPORT

A sample risk report with responsive visualizations


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Everysk Report