Portfolio Management

Modern portfolios contain a large set of assets from different regions, traded in different currencies. This fact complicates the manual calculation even of simple indicators for risk and performance, while manually calculating more complex indicators quickly becomes impractical. These problems are amplified by the need to continuously optimize asset allocations, mandating recalculation of all indicators after each change.

dipBase™ solves these problems by automatically recalculating a large set of performance, risk and return statistics after each change to a portfolio, including information about:
  • Portfolio and peer-group composition
  • Performance and return history
  • Analysis of risk vs. performance
  • Return distribution

Intricate technical details, such as currency conversion or performance calculation for distributing and accumulating funds, are handled automatically and transparently. Information is presented by state-of-the-art visualizations, including heatmaps and market radars. In addition, the system automatically creates comprehensive customized reports for printing or export to a wide variety of document formats.

At the same time, dipBase™ tracks when and why a portfolio was modified, presenting fund managers with a complete history of every portfolio under management, ranging from inception to the present date. All current and historical information about a portfolio is instantly available through an easy to use interface based on an innovative time line metaphor .

Portfolios are created by manual selection based on qualitative and quantitative criteria formulated in dipBase™, or automatically via post-Markowitz-era portfolio selection tools such as dipCast™. Regardless of how they where created, portfolios can be continuously optimized by automatic quantitative tools directly from within dipBase™.

Portfolio management automation in dipBase.

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