Visualize Attribution, Risk, Returns, and Other Related Performance Data Aggregated from Multiple Databases

Panopticon’s Portfolio Attribution & Risk Solution is an advanced visualization that allows managers to view aggregated risk and performance data from all funds under management right down to the constituent level of a single portfolio.

This is a Treemap of a fund universe. It displays hundreds of funds grouped by country; the poor performers are highlighted in red. From this screen, the user can drill down to see the constituents of each fund in order to investigate further. Click here to see this image in more detail.

The solution supports collaboration within organizations as well as presentation of complex performance and risk data in intuitive ways. The software’s flexibility and ability to handle large amounts of data from multiple databases make it a great fit for managing complex funds that hold a variety of instruments.

The solution allows users to understand precisely the drivers of performance and risk — much faster than is possible with traditional methods — and enables business users to take immediate action on important findings.

Visualize Return, Risk Exposures, Contribution and Attribution

Panopticon’s Portfolio Attribution & Risk Solution lets you see all details of a portfolio in a single view and easily switch to view additional portfolios. You can drill all the way down to see details about the underlying instruments or aggregate up to the level you’re most interested in. Analyze portfolio relative contributions, filter out constituents that do not merit attention and bring up complete details on those that do.

This multiple visualization view shows the performance of a fund across time. The Treemap and Scatter Plot highlight overall sector performance and correlations. The Stack Graph shows the performance every day across the year. From this screen, the user can drill into a sector to see the constituent stocks and their relative performance across time. Click here to see this image in more detail.

You can see data aggregated from several funds – by asset class, by model, by region, by team, by fund manager, for example. You know how tedious and time-consuming this sort of analysis can be using standard tools like the spreadsheets, tables and standard reports that come with performance and risk applications.

You can export views for inclusion in presentations and reports with a few clicks. You can also email interactive visualizations to your colleagues with notes highlighting important results; this allows the receiver to analyze your comments using the system’s intuitive, interactive tools.

Panopticon’s interactive graphical interface clearly shows underlying performance and risk in a single view; you can see all information on risk exposures, attribution, contribution, returns, performance, and risk. The software helps asset managers see their results and develop more useful reports for internal use and to external clients and investors. It’s a quick and easy method to see over and under-performances within a multiple or single funds. Managers easily get comprehensive views of their portfolios.

Compare Individual Instruments and See How They Affect the
Performance of Your Funds

Panopticon software lets you look at the stocks you hold in a portfolio and compare it to the stocks you decided not to hold. You can then look to see which stock selections you made that have turned out to be good decisions and compare your results to the benchmark. Our unique grouping features let you look at the highest performing stocks in the whole universe of available instruments. See how including them in your funds would have affected the risk and performance parameters of your fund compared to the relevant indices. You can group your instruments in any way you wish — by stock decile, yield, country, fund manager, analysts’ ratings, and so on. You can see many different criteria simultaneously by using groupings, breakdowns, color parameters, and filters.

Our handy popup box lets you pull in additional fields and data from another data source to see as much detail as you need. You can also pass parameters about an instrument to other systems for additional analysis. These multi-dimensional capabilities let you explore and discover the useful nuggets of information that can help you make better decisions and improve fund performance.

Improve the Quality of Reports to Senior Management and External Clients

It is quite difficult to get at the most interesting and useful risk and performance information using the large and complex reports typically used in asset management firms. Panopticon’s visualizations use color, size and grouping to draw your attention to the most important information in the data — and you can quickly review your data on-demand and see information on any time basis that you have calculated.

See the Overview and the Details at the Same Time in an
Easy-to-Interpret, Intuitive Visualization

Use your insights to develop presentations and reports that draw the attention of senior managers and investors to the most important information. Remove noise and focus on the most critical opportunities and problems.

Aggregate and Run Calculations on Data from Multiple Sources

Panopticon allows managers to view data based on information from many separate databases. For example, you may store ratings information from your analysts in one database, performance data in another, holding information in yet another, and so on. The software is designed so that it can easily connect to multiple data sources and create visualizations that utilize data from some or all of those sources. The solution can also handle complex calculations and aggregations of data from multiple sources.

See Risk and Performance Information at the Same Time

Panopticon’s visualizations let you assign colors to the risk measures determined by your internal models. You can assign performance measures to the size parameter in the visualization and then group your instruments by fund, by sector, by country, by fund manager, or any other attribute that makes sense to you.

You can very easily see how a change in position for a particular asset will affect the total risk of a fund. You can identify many possible selections in a very short period of time to see which instruments could have an effect on a portfolio’s risk. For example, you can visualize potential effects on tracking error by easily viewing the results of the covariance matrix.