Through a proprietary framework developed with hundreds of managers over the last decade, the Novus Framework measures the value added by each degree of freedom used in your process.
Are you buying late? Are you selling early? How do you react to market events (e.g., earnings surprises), and is it additive? Quantify your behavioral biases and transform them into investment edges.
Novus powers attribution analysis along traditional industry methodologies, including Brinson and Alpha/Beta decomposition of returns, with thousands of benchmarks at your fingertips.
Novus estimates, aggregates, and validates Value-at-Risk metrics at the security and aggregate portfolio levels, supporting an intentional and transparent approach to risk management.
By placing proprietary / customizable factor models and stress tests into your hands, Novus facilitates analytics around factor sensitivity, exposure, and contribution at both the security and portfolio level.
Novus maps manager-provided exposure-level data to standard or custom categories; enabling informed asset allocations, transparent planning, and predictive analytics.
The Novus Best-available toolkit optimally combines disparate sources of manager information into a daily position-level proxy, delivering the most complete picture of a manager's portfolio.
Novus rolls up attribution, risk, and exposure – up and down your portfolio, left and right along the time axis – giving you transparent and full control over aggregation methodologies.
Stop looking for diversification solely through the lack of correlation in returns, and gain deeper insight into how portfolios actually move, against each other and those of peers.
Snapshots let you save and share interactive portfolio information.
Perform liquidity analysis given different stress scenarios.
Use 13F data in your portfolio What-If projections.
Compare funds, portfolios, and benchmarks with Portfolio Comparison.
Visually emphasize key insights with Heatmaps.
Collaborate with your team on any report.