– Flexible reporting framework
– Enhanced graphics and on line reporting
– Extended factor contribution to risk analysis
FinAnalytica, the leading provider of real world portfolio risk solutions for multi-manager funds, hedge funds and asset management firms, today launched Version 3.0 of its Cognity risk management and portfolio allocation platform with significant enhancements.
Cognity Version 3.0 allows risk, research and portfolio managers, to quickly view and assess their portfolio risk and exposures at any level, using extensive new interactive analysis and charting. Clients can now access a tabular summary view for each Cognity analysis module with flexible drilldown and charting controls to customize the detail as they review the results. All results can then easily be exported to Excel. Additionally, a new reporting framework is provided for fund marketing executives to produce print-ready, single manager and portfolio level reports, that contrast and compare Cognity’s real world fat-tailed analysis alongside traditional measures. FinAnalytica has also enhanced the factor contribution to risk analysis, which provides an interactive view of individual factors or factor groups’ contribution to volatility at any portfolio level. This includes drill-down to strategy, liquidity, fund and position. This analysis is supported by new pre-built template factor models for individual hedge fund styles as well as domestic U.S and global requirements.”
Dave Merrill, ceo, FinAnalytica, commented, “Version 3.0 helps to bridge the reporting gap between quantitative and marketing groups. We responded to our customers’ needs with integrated, flexible reporting that provides the technical depth for internal analysis while providing investors with clear and concise summaries.”
Boryana Racheva-Iotova, president, FinAnalytica, added, “Clients have benefited from the strength of our unique fat-tailed methodologies and can now take advantage of a more user friendly interface.”
