Axioma Robust Risk Models™

Key Features

• Includes models for the Global Market, Emerging Markets, Europe, the U.S., Canada and Japan
• Provides daily updates of all risk model components to provide timely and relevant insight to portfolio construction
• Includes both fundamental and statistical factor models to give you different perspectives of your risk
• Daily updates allow you to see precisely what is occurring at any time and to rebalance at will
• Offers complete transparency-not a black box-so portfolio managers can easily understand their exposures to risk
• Mitigates the effect of outliers through the use of robust statistics
• Accurately responds to market volatility through the use of proprietary Dynamic Volatility Adjustment (DVA)
• Aligns industry factors with mainstream industry classifications (for example GICS) for consistency between portfolio management and reporting
• Generates more accurate risk estimates, based on innovative research by Axioma
• Allows the choice of regional models with either a country focus or an industry focus
• Integrates into any system in flat files or in a proprietary format for use in Axioma products