Barra multi-factor based risk reporting for smart beta strategies

12 August 2020 - Citco's Barra multi-factor reporting provides investment managers with an essential overview of their portfolio's risk/return profile, comparison to mandate and supports portfolio management across differing economic environments. Our multi-factor analytical platform helps clients to understand their fund's exposure not just by sector, region and country, but underlying style factors such as volatility and momentum - which contribute to a fund's risk/return profile and overall returns. 

Combining underlying multi-factor analysis data provided by Barra with our performance analytics and reporting, Citco provides: 

  • An out-of-the-box solution offering an insight into a portfolio's risk/return profile using multi-factor analysis and comparison to mandate
  • Holistic smart-beta investment analysis and monitoring 
  • A variety of factors on each stock covered daily 
  • Analysis of performance and exposure using systematic factors which reinforces managers' understanding of the main drivers underpinning returns 
  • A decomposition of risk and return into explainable and idiosyncratic components  
  • A bridge between passive and active management 
  • A variety of PDF reports available 

Our contacts

Manmeet Thethi

Manmeet Thethi

Head of Risk & Transparency Services, Citco UK Ltd

T+44 (0)20 7290 1379
Emthethi@citco.com
LLondon

Niall Fagan

Niall Fagan

Sales and Marketing, Fund Services

T+44 (0) 7765 241889
Enfagan@citco.com
LLondon, UK

Nate Goodman

Nate Goodman

Sales and Marketing, Fund Services

T+1 (201) 699 9435
Enategoodman@citco.com
LNew York

Eric Chng

Eric Chng

Sales and Marketing, Fund Services

T+852 9168 8896
Echchng@citco.com