Market Assumptions

Return Scenario:
Each return scenario is comprised of market assumptions that are mapped to each of your classes and assets.
Mapped Assumptions:
Each class and asset can be mapped to an assumption. Assumptions can be inherited or overwritten. In this image the highlighted "Australian Equities" class is assigned to the "AUS Equities" assumption which contains return expectations.
State Street Assumption:
Edit a set of parameters to generate private equity assumptions using State Street's private equity index.
Projections Sidebar:
You can select a return scenario from the Return Scenario dropdown. The return scenario contains a mapping of your assets to market assumptions.

The Projections tool uses a mapping of the portfolio data to your set of Assumptions, called a Return Scenario. You can use these mapping to build a model of your current expectations, potential crisis scenarios, and stress test your exposures under a variety of conditions.

With State Street assumptions enabled, you can generate assumptions using State Street's private equity index for a data-powered assumption.

What's included in our software:

Return Scenarios

Build a model of your current expectation, potential crisis scenarios, and stress-test your exposures under a variety of conditions.

Assumptions

Map your portfolio data to a set of assumptions which supply return and liquidity expectation to create models of your current expectations.

Cash Flow Scenarios

Simulate your fund outcomes by combining your assumptions with your cash flow forecasts. Additionally, you can overlay potential investment strategies to compare and assess the impact on your fund’s investment objectives.

Portfolio Strategy

Model future investments, liability payments, and highlight potential funding surplus/shortfall.

Business Intelligence

We integrate with some of the worlds leading BI Tools, allowing you to slice and dice your portfolio data in multiple ways for greater insights.

Data Visualizations

Visualize the performance of your fund with interactive charts that let you drill down into the details for a closer examination of your performance.