Windham Portfolio Advisor®

The Windham Portfolio Advisor® is a technology platform for efficient portfolio construction and sophisticated risk management. It is designed to assist the most sophisticated institutional investors - including asset managers, brokerage firms, consultants, plan sponsors, endowments, foundations, and family offices - in making informed asset allocation decisions. The intuitive workflow allows you to perform complex analyses quickly and easily. The reporting capabilities and graphics support help you to convey complex financial concepts effectively to your clients.




CAPITAL MARKET FORECASTING
  • Examine market behavior during turbulent or down markets
  • Utilize multiple cutting edge risk models to create forecasts for risk and correlations
  • Develop capital market assumptions for return using the CAPM, implied returns, Bayesian analysis including Black-Litterman and custom forecasts
ASSET ALLOCATION
  • Evaluate existing and proposed portfolios
  • Perform traditional mean-variance optimization or multi-goal optimization to consider both downside and active risk
  • Plot portfolios along the efficient frontier or efficient multi-goal surface
NON-NORMAL OPTIMIZATION
  • Create custom investor preference curves to model investor behavior
  • Perform full-scale optimization that considers unique investor preferences and non-normal asset return distributions (fat tails, skewness, kurtosis, etc.)
NON-NORMAL RISK ANALYSIS
  • Measure skewness and kurtosis of securities, asset classes, and portfolios
  • Simulate probability of loss and value at risk, taking into account non-normal distribution features
EXPOSURE TO LOSS ANALYSIS
  • Evaluate probability of loss and value at risk at the end of and throughout an investment horizon
  • Measure the likelihood that a portfolio will underperform a benchmark or legacy portfolio
  • Estimate joint probability of loss
  • Estimate exposure to loss analytically or by simulation
  • Stress test portfolios during specific market conditions or historical periods
RISK BUDGETING
  • Decompose portfolios into risk budgets
  • Convert percentage allocations into risk allocations
  • Perform sensitivity analyses
CASH FLOW SIMULATION
  • Generate projections of future portfolio value
  • Measure the effects of inflation and periodic contributions or withdrawals
  • Quantify the likelihood of shortfall
CUSTOMIZED PROPOSALS AND REPORTS
  • Create presentation-quality reports to deliver to your clients
  • Customize content
  • Export tables and charts to Excel®, PowerPoint®, and Word®

Please contact us for pricing or more information about the Windham Portfolio Advisor®.