A quantitative tool for investment due diligence and portfolio management.
Venn can help...
Align your portfolio’s factor exposures with targets on both an absolute and relative-to-benchmark basis.
Monitor existing managers to confirm that their factor exposures align with your expectations.
Produce ongoing risk reports for general monitoring and Board / Investment Committee presentations.
Estimate how your portfolio is currently performing before managers report returns with Venncast.
Cloud-Based Investment Library
Get access to over 100,000 public funds, ETFs, equities, and indices.
Upload any return stream from Excel, PDF or CSV for immediate analysis by all members of your investment team.
Venn supports integrations with a number of leading custodians and service providers for automated updates to returns and portfolio holdings.
Performance Forecasting
Venn converts your capital markets assumptions into forecasted, expected returns for investments or portfolios.
Venn algorithms use statistical analysis to predict continued outperformance or underperformance of assets relative to benchmarks.
Leverage Venncast functionality to get up-to-date performance estimates for investments or portfolios in the absence of recent marks.
Scenario Analysis
Shock various global indices across a diverse set of asset classes to see the expected impact to your investments or portfolio.
Gain insight into how assets might perform under historical drawdowns.
Examine performance, correlations, and factor exposures in absolute terms or relative to a benchmark.
Rebalance capital among existing line items or add/remove investments to see the historical and forecasted impact to your portfolio.
Factor Analysis
Our Two Sigma Factor Lens™ offers a unique multi-asset class look at how exposures to global risk factors drive investment performance and volatility, helping you to stay aligned with your strategic objectives.
Look back at factor exposures over time to understand style drift and sources of outperformance, and to help assess Beta vs. Alpha when evaluating a manager’s effectiveness.
Track ongoing performance of factors across asset classes to keep up with changing markets.
Attribution Analysis
Use Venn's pro-forma portfolio analysis to help you uncover which investments are driving risk and return across your portfolio.
Break down the risk factor exposures for your investments.
Illiquid Assets
Venn intelligently converts returns, including quarterly NAVs, to daily return streams to provide you with more granular insight into how market volatility impacts illiquid investments.
The universe of indices available for subscribers to use in inputting their capital market assumptions for Performance Forecasting is pre-selected by Venn.