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Portfolio construction:

Asset allocationExternal web source

Portfolio intra-correlationAsset ranking

Currency impact monitoringPortfolio optimization

Asset performance versus benchmarksPortfolio performance

JMC Management s.a.r.l


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Asset allocation and diversification

Asset allocation, diversification and portfolio construction

External data base                       AND/(OR)           Excel - CSV files
direct connection                                                       Your sources

External data provider Excel CSV files
Historical prices
Asset allocationAssets
Indices and benchmarks selectionIndices
Foreign currenciesCurrencies		  

General information about assets and funds

  

Portfolio SQL Data base    

SQL data base on user's machine

Asset ranking is based on predefined widely used criteria

  

Indices and benchmarks ranking is based on predefined criteria

  

Assets pre-selection (user's choice)

Assets are selected in accordance with the list of criteria which have been previously computed. Sophisticated filters are available to do all sorts of selection.

       

Optimize your portfolio by optimally selecting assets. Intra-portfolio correlation is minimized

    

Optimize value-at-risk of your portfolio. Assets are selected in accordance with their value-at-risk and their degree of correlation

  

Optimize volatility of your portfolio. Assets are selected in accordance with their volatility and their degree of correlation

View historical performances based on asset selection criteria

Portfolio analyses your portfolio performances and its level of diversification. You define the period of time that you feel is the most appropriate for your simulation and you will get statistical information which enables you to monitor the performance of your portfolio based on the same criteria which are used to track asset performance. The choice of the period of time allows you to simulate if these performances are stable over time.
   

Optimize weight

The weight of each asset can be optimized in order to get a better Sharpe ratio or a lower volatility for the entire portfolio, enabling investors to further reduce their risk.
   

Define investments

A portfolio based on real numbers is then constructed for the total amount that you are prepared to invest on the market. Construction costs, management fees and exposure to foreign currencies are computed. Minimum investment quantities required for each asset are also considered.

 

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Publication date March 2008 Copyright 2002-2008© JMC Management All rights reserved

 
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