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Axioma Portfolio Optimizer from Axioma (part of Qontigo)
A portfolio construction and risk modeling system that combines multi-factor risk models with flexible portfolio optimization tools. Provides comprehensive constraints, transaction cost models, and tax management features.
More about Axioma (part of Qontigo)
Product analysis by function
Portfolio Modeling Software for Portfolio Management
Tools that enable construction of model portfolios, scenario analysis, and strategy backtesting to optimize investment outcomes. These applications support what-if analysis, portfolio construction, and the evaluation of investment strategies before implementation.
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Portfolio Construction & Customization
(9 Yes /9 Known /10 Possible features)
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Asset Universe Selection Ability to define and select the investable universe of securities (stocks, bonds, alternatives, etc.). |
Axioma Portfolio Optimizer enables users to define the investable asset universe, including equities, bonds, and alternatives, via portfolio construction interfaces and constraints. | |
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Factor Modeling Support for multi-factor risk and return modeling (e.g., Fama-French, Barra). |
The system is well known for its multi-factor risk modeling capabilities, supporting models such as Barra and Fama-French. | |
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Model Portfolios Ability to create and manage model portfolios as templates. |
Axioma supports the creation and management of model portfolio templates for scenario testing and client customization. | |
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Custom Constraints Flexible rules for asset weights, sectors, regions, risk limits, concentration, etc. |
Allows comprehensive custom constraints including weight, sector, factor, and risk, as highlighted in product literature and demos. | |
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Optimization Engine Algorithmic tools for optimizing allocations based on risk, return, or multiple objectives. |
Advanced optimization engine is a key feature, supporting multiple objectives including return maximization and risk minimization. | |
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Rebalancing Tools Automated or manual tools for portfolio rebalancing. |
Offers automated and manual rebalancing tools, configurable through the optimization workflow. | |
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Scenario Analysis Ability to simulate various market conditions or shocks. |
Supports scenario analysis features for simulating market shocks, as referenced in the public documentation. | |
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Multi-currency Support Ability to construct and track portfolios in multiple currencies. |
Multi-currency support is explicitly listed as a product capability for global asset managers. | |
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Automated Cash Management Tools for handling cash flows, subscriptions, and redemptions automatically. |
No information available | |
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ESG/SRI Filtering Integration of Environmental, Social, and Governance screening for portfolio assets. |
Supports ESG and SRI constraints and integration, as advertised in solution briefings. |
Risk Analytics and Measurement
(9 Yes /9 Known /10 Possible features)
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Value at Risk (VaR) Calculation of portfolio or asset-level VaR metrics. |
Value at Risk (VaR) metrics provided in risk analytics suite. | |
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Stress Testing Scenario-based risk assessment against historical or hypothetical scenarios. |
Stress testing tools available for portfolio evaluation against historical and hypothetical scenarios. | |
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Attribution Analysis Performance and risk attribution tools by factor, sector, asset class etc. |
Performance and risk attribution by factor, sector, and asset class documented in product materials. | |
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Liquidity Risk Analysis Assessment of how quickly assets can be sold without impacting price. |
Liquidity risk analysis is available as part of comprehensive risk analytics. | |
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Correlation Analysis Measurement of inter-asset and cross-portfolio correlations. |
Correlation analysis is standard in risk measurement modules. | |
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Drawdown Measurement Calculation of historical and current maximum drawdowns. |
Drawdown calculations supported in performance and risk reporting interfaces. | |
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Tracking Error Measurement of deviation from a benchmark index. |
Tracking error metrics available when benchmarking optimized portfolios. | |
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Risk/Reward Metrics Availability of metrics such as Sharpe Ratio, Sortino, Information Ratio, etc. |
Risk/reward metrics, including Sharpe and Sortino ratios, are core analytical outputs. | |
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Real-time Risk Calculations Support for intraday or real-time calculation of major risk metrics. |
No information available | |
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Beta Calculation Calculation of beta to major indices or custom benchmarks. |
Beta calculations to major indices and custom benchmarks are available in the risk model component. |
Reporting and Visualization
(7 Yes /7 Known /10 Possible features)
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Custom Report Builder Ability to design and generate custom reports for stakeholders. |
Custom report builder is available for client and internal reporting per feature documentation. | |
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Automated Scheduled Reports Support for automated delivery of periodic performance and risk reports. |
Automated scheduled report generation is supported (asynchronous reporting pipeline described in product sheets). | |
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Data Export Options Export data/reports to Excel, PDF, PowerPoint, CSV, etc. |
Data export options to Excel, PDF, and CSV are documented in Axioma user manuals. | |
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Interactive Dashboards Web-based or desktop dashboards for exploring portfolio data interactively. |
Product demo videos highlight interactive dashboard capabilities for portfolio visualization. | |
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Benchmarking Tools Visualization of portfolio vs. benchmark performance. |
Benchmarking tools for comparing performance relative to user-selected benchmarks are offered. | |
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Drill-down Analytics Ability to drill down from summary to detail, including holdings-level views. |
Drill-down analytics, including holdings-level analysis, is standard in reporting UI. | |
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Regulatory Compliance Reporting Pre-configured templates for regulatory disclosures. |
Regulatory compliance template support is referenced for MiFID and other frameworks. | |
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Client Statement Generation On-demand or batch production of investor/client statements. |
No information available | |
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Branded Customization Support for client or firm branding in output documents. |
No information available | |
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Data Visualization Speed Time required to render large portfolio visualizations or dashboards. |
No information available |
Data Integration & Coverage
(8 Yes /8 Known /10 Possible features)
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Market Data Integration Integration with major market data providers (Bloomberg, Refinitiv, others). |
Integration with major market data providers (Bloomberg, Refinitiv) is frequently noted in case studies and integration documents. | |
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Real-time Price Feeds Support for live security pricing updates. |
Real-time price feeds are available where supported by client's data subscriptions. | |
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Historical Data Coverage Access to deep historical prices, returns, corporate actions. |
Historical price and return series retrieval is built into data handling workflows. | |
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Alternative Data Sources Integration with ESG, sentiment, macro, or specialty data sets. |
Integration with alternative datasets, including ESG and sentiment data, is supported. | |
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Instrument Coverage Breadth Number of securities/instruments supported. |
No information available | |
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APIs for Data Import/Export APIs for ingesting portfolio/strategy data and extracting output programmatically. |
APIs for automated portfolio data import and export are described in developer documentation. | |
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Custom Data Mapping Support for user-defined instrument or classification schemes. |
Custom data mapping is possible as part of the flexible data ingestion pipeline. | |
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Frequency of Data Updates How often database is refreshed with new data. |
No information available | |
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Third-party OMS/EMS Integration Integration with Order Management/Execution Management Systems. |
Third-party OMS/EMS (Order/Execution Management System) integration supported for trade workflows. | |
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Cloud Data Access Web-based, cloud storage, and remote-access options for data. |
Cloud-based deployments and remote access supported via Qontigo cloud infrastructure. |
Performance Measurement
(9 Yes /9 Known /10 Possible features)
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Time-weighted Return (TWR) Support for TWR calculation on portfolio and component level. |
Time-weighted return calculations are fundamental outputs in the performance analytics suite. | |
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Money-weighted Return (IRR/XIRR) Calculation of internal rate of return methods. |
Money-weighted return (IRR/XIRR) supported in standard and custom performance reporting. | |
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Gross and Net Performance Calculation of returns before and after fees/expenses. |
Gross and net performance calculation enabled, with custom fee and expense settings. | |
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Performance Attribution Ability to analyze sources of returns at various levels. |
Performance attribution functionality supports both return and risk decomposition. | |
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Custom Period Calculation Support for non-standard or custom time periods. |
Users can select and analyze custom periods for portfolio return calculations. | |
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Rolling Periods Analysis View returns/risk by rolling periods (e.g., trailing 1, 3, 5 years). |
Rolling period analysis is available for multi-period return and risk reporting. | |
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Multi-currency Returns Returns in base and local currencies, with currency impact analysis. |
The portfolio optimizer supports multi-currency returns and includes currency attribution. | |
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Dividend/Income Tracking Account for and analyze impact of dividends, coupons, distributions. |
Dividend, coupon, and income tracking are highlighted in cash flow analysis tools. | |
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Peer Group Comparison Comparative returns versus peer group/fund category. |
Peer group/fund category comparison tools integrated with benchmarking modules. | |
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Speed of Performance Calculation Time required to compute returns over multi-year periods. |
No information available |
Workflow & Collaboration
(4 Yes /5 Known /10 Possible features)
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User Access Management Control permissions by team member role and portfolio. |
User access management and role-based permissions available in enterprise deployments. | |
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Version Control Track portfolio/model version histories and restore prior states. |
No information available | |
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Change Audit Trail Comprehensive logging of changes to portfolio and settings. |
Change audit trails are available to track amendments to portfolios and optimization settings. | |
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Collaboration Notes/Comments Internal note system and workflow tagging. |
No information available | |
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Task Assignment/Tracking Assign and monitor tasks related to portfolio management. |
No information available | |
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Notification & Alert System Customizable in-app or email alerts for key events. |
The system features robust notification and alerting options, including compliance alerts. | |
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Portfolio Sharing Share models/data securely with colleagues or clients. |
Portfolio and scenario sharing functionality included, with secure transmission. | |
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Approval Workflow Multi-stage approvals for allocation or trading decisions. |
No information available | |
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Template Library Central repository for commonly used models/templates. |
No information available | |
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Concurrent User Support Number of users who can work on portfolios simultaneously. |
undefined
Multi-user and concurrent access supported for team portfolio management. |
Compliance & Regulation
(9 Yes /9 Known /10 Possible features)
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Rule-based Compliance Engine Flexible creation and application of investment guidelines. |
Configurable rule-based compliance engine is part of pre- and post-trade compliance workflow. | |
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Pre-trade Compliance Checks Monitor guideline adherence before trades are executed. |
Pre-trade compliance checking features allow guideline and regulatory compliance before execution. | |
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Post-trade Compliance Monitoring Ongoing monitoring and reporting of breaches. |
Ongoing monitoring of compliance breaches handled through built-in surveillance tools. | |
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Automated Breach Alerts Automatic alerting when compliance rules are violated. |
Automatic breach alerts are generated when compliance rules are violated, as detailed in docs. | |
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Documentation Management Archive regulatory, legal, and guidelines documentation. |
Supports document upload and archive for regulatory and legal documentation. | |
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Audit Trail of Compliance Actions Complete record of checks, alerts, and actions taken. |
Audit trail of compliance checks and actions accessible from the compliance module. | |
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Global Regulatory Support Support for regional regulatory frameworks (UCITS, 1940 Act, ESMA, etc.). |
Provides support for regulatory compliance across major jurisdictions such as UCITS, ESMA. | |
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KYC/AML Integration Built-in or integrated Know Your Customer/Anti-Money Laundering tools. |
KYC/AML monitoring and integration available through partnerships and platform integrations. | |
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Regulatory Filing Generation Automated production of required filings (Form PF, N-PORT, etc.). |
Regulatory filing generation (for forms such as Form PF, N-PORT) is covered in regulatory modules. | |
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Compliance Rule Capacity Maximum number of distinct rules or guidelines supported. |
No information available |
User Interface & Usability
(6 Yes /6 Known /10 Possible features)
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Customizable Workspace Personalize layouts, dashboards, and menus. |
Product UI is highly customizable, supporting personalized layouts and dashboards. | |
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Multi-language Support Availability of platform in multiple languages. |
No information available | |
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Mobile/Tablet Access Optimized interface for mobile or tablet devices. |
Web-based platform accessible and optimized for tablet and mobile devices. | |
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Accessibility Features Compliance with accessibility standards such as WCAG. |
No information available | |
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Drag-and-drop Functionality Interactive features for easier manipulation of portfolio components. |
Portfolio construction interfaces offer drag-and-drop tools for managing assets and constraints. | |
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Navigation Speed Time to load or navigate typical screens. |
No information available | |
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Onboarding Tutorials Built-in guided product tours and helpsheets. |
Onboarding tutorials and help documentation are provided via Qontigo Academy and guides. | |
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Keyboard Shortcuts Support for hotkeys/shortcuts across major tasks. |
No information available | |
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Client View Mode View interface/outputs as an end-client would see them. |
Systems can generate client-ready presentations and dashboards for advisors/clients. | |
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Bulk Editing Tools Efficiently edit or update many portfolio elements at once. |
Bulk editing tools available for portfolio and constraint management. |
Security & Reliability
(8 Yes /8 Known /10 Possible features)
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Data Encryption (at rest/in transit) Sensitive data encrypted both on server and during transmission. |
End-to-end encryption (at rest/in transit) is noted in enterprise security documentation. | |
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User Authentication Methods Multi-factor authentication and SSO support. |
Supports multi-factor authentication and SSO for user logins. | |
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Backup & Restore Automated data backups and version restores. |
Scheduled and on-demand automated platform backup and restore documented. | |
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Penetration Testing / Vulnerability Assessments Regular security testing of software and infrastructure. |
Regular penetration testing reported as part of security audits. | |
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Uptime SLA Service Level Agreement for uptime/reliability. |
No information available | |
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Disaster Recovery Plan Documented process for rapid data and service recovery. |
Qontigo maintains a disaster recovery plan as disclosed in compliance statements. | |
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Data Center Location Disclosure Transparency around physical and cloud hosting environments. |
Physical or cloud data center information available to clients for transparency and regulatory purposes. | |
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Concurrent Session Limit Number of simultaneous device logins permitted per user. |
No information available | |
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Granular Role Permissions Ability to assign permissions at a granular feature level. |
Granular permissions can be assigned at team, portfolio, and feature levels. | |
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Audit Logs Track all user/system access and platform events. |
Comprehensive audit logs maintained for all key user/system activities. |
Integration & Extensibility
(6 Yes /6 Known /10 Possible features)
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Open API Access Full-featured APIs for integrating with internal/external applications. |
Full-featured Open API for integration with other systems, per developer guides. | |
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Custom Plug-ins/Extensions Ability to build/install custom analytics or interfaces. |
Custom plug-in/extension capability is supported for analytics and UI modules. | |
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Support for Python/R/Matlab Native support for popular programming and analytics languages. |
Python supported for custom optimization and workflow scripting. Integration with R/Matlab possible via API. | |
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Excel Integration Ingest/export data directly from/to Microsoft Excel. |
Excel integration for both import and export of portfolio and risk data is well supported. | |
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Webhook Support Event-driven notifications that can trigger external processes. |
No information available | |
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Pre-built Connectors Standard data and workflow connectors for third-party applications. |
Pre-built connectors available for commonly used third-party systems and data sources. | |
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Marketplace for Add-ons Ecosystem for third-party analytics, data sources, and modules. |
No information available | |
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Code Library Sharing Central repository for firm or community-developed modeling code. |
No information available | |
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Integration Setup Time Average time to establish a connection with major external systems. |
No information available | |
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Support for Batch Processes Schedule and run analytics or imports/exports in batch. |
Batch processing and scheduling are part of the workflow engine for reporting and analytics. |
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