Models purpose-built with wealth and Fund of Funds managers in mind
Part of the Axioma Multi-Asset Class Risk Model offering, the Axioma global fund allocation models are designed specifically for portfolios of ETFs and mutual funds:
Axioma Fund Allocation Model (AXFAM4.1)
Captures fund investment risk through exposures to a curated set of fund and market category risk factors and fund specific risks.
Axioma Worldwide Fund Allocation Model (AXWWFAM4.1)
Captures fund investment risk through a combination of exposures to the Axioma Worldwide Equity Factor Risk Model (WW4) for equity ETFs, single name stocks and a curated set of fund and market category risk factors for mutual funds and multi-asset class ETFs.
Use the global Axioma fund allocation models for:
- Tax-efficient asset transitions and proposal creation
- Unified Managed Accounts
- Overlay portfolio management
- Model portfolio construction and rebalancing
- Benchmark tracking
- Portfolio optimization
- Risk attribution
- Fund manager differentiation
Key benefits
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JSS component is missing React implementation. See the developer console for more information.
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Addressing Fund of Funds modeling challenges
Challenge
Solution
Challenge
Increasing workflow efficiency and consistency
Solution
Multi-asset class fund prices, classifications and categorization are handled automatically
Challenge
Capturing economic insight
Solution
Transparent, detailed and intuitive factor structure for meaningful risk decomposition analysis
Challenge
Avoiding unwieldy integration
Solution
Daily flat file downloads in a format compatible with the Axioma Portfolio Optimizer
Challenge
Minimizing operational risk
Solution
Extensive and growing coverage of the mutual funds and ETFs enables more efficient internal processes
Related products
Axioma Factor Risk Models
<p><span style="background-color: rgba(0, 0, 0, 0);">Comprehensive risk analysis with multiple views of risk</span></p>
Learn moreAxioma Equity Factor Risk Models
<p>Flexible and intuitive equity risk models backed by proprietary research</p>
Learn moreAxioma Portfolio Optimizer: Advanced portfolio construction software for research and analysis
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