Barra PortfolioManager is a comprehensive, cloud-based platform designed for professional equity investors. It offers a wide range of tools and features to support portfolio management, risk analysis, and investment strategy development. The software provides flexible attribution methods, custom factor analysis, scenario testing, and portfolio optimization capabilities. It also includes features for strategy research, custom data integration, and automated reporting. Recent updates have added peer analytics and risk delta analytics, enhancing its competitive analysis capabilities. Built on a secure, independently audited platform, Barra PortfolioManager offers easy accessibility and regular automatic upgrades, making it a powerful and user-friendly solution for investment professionals seeking to improve their portfolio management processes.

Key Features

Attribution Analysis Barra PortfolioManager offers multiple approaches to understand and decompose portfolio risk and return sources.

• Traditional (Brinson), factor-based, or hybrid attribution methods
• Custom factor attribution using proprietary industry classifications or custom data

Portfolio Construction and Optimization The software provides tools for building and optimizing portfolios to achieve desired risk-return profiles.

• Barra Optimizer for portfolio construction
• Efficient rebalancing of multiple portfolios in a single cycle
• Scenario and what-if analysis capabilities

Strategy Research and Development Users can create and test investment strategies using various data sources and market conditions.

• Simulation of investment strategies using market and third-party attributes
• Dynamic adjustment of constraints and objectives
• Formula Builder for creating custom alphas and data attributes

Benefits

Enhanced Decision Making Barra PortfolioManager provides comprehensive analytics to support informed investment decisions.

• In-depth risk and return decomposition
• Scenario testing and what-if analysis for strategy evaluation
• Peer analytics for competitive landscape understanding

Improved Efficiency The platform streamlines portfolio management processes and reporting.

• Automated end-to-end reporting workflow
• Customizable reports in CSV or PDF formats
• Integration of third-party data and attributes

Flexibility and Customization Users can tailor the platform to their specific investment processes and requirements.

• Custom factor attribution for unique investment approaches
• Formula Builder for creating custom data and analytics
• Integration of alternative investments and custom data sources