We are delighted to announce the release of the latest version of the Venn platform!

Our team has spent a lot of time researching how Venn can better address user needs. Our latest release makes it easier than ever for users to analyze their investments and portfolios.

What’s new?

1. Analysis Launchpad: All of Venn’s analyses are stored in one hub. From here, users can launch into any analysis for any investment or portfolio available on Venn. Venn offers performance, factor-based, and drawdown analyses as well as a combined analysis called the Venn Tearsheet. Additionally, Venn now allows users to run Drawdown Analysis on individual investments (previously only available for portfolio-level analysis).

Analysis Launchpad2

2. Historical Performance Attribution : Venn now provides investment-level attribution when analyzing portfolios. In this new version, users are able to view the breakdown of portfolio return, volatility, Sharpe Ratio, and maximum drawdown by investment.

Historical Performance Attribution

3. Forecasts : Users can now perform robust backward and forward-looking performance analysis on investments and portfolios. Venn lets organizations set their own factor return forecasts and analyze how investments and portfolios are expected to perform in the future based on such forecasts.


4. Expanded Factor Education: Increase your factor knowledge by visiting Venn’s newly created Factor Basics section, which provides an overview of factors, explains how they can be used in portfolio construction, and describes the ones that make up the Two Sigma Factor Lens used by Venn.

Expanded Factor Education

5. Improved Import and Export Capabilities: Venn now allows users to add or update investment returns easily via email by sending a returns file to a personalized inbox​. Venn will then import the returns to the user’s investment library. In addition, Venn offers easy export functionality for factor analysis data and uploaded investment returns.

Not a Venn user? Click here to talk to our team.

More exciting features are coming soon, including:

  • Scenario Analysis
  • Trend Following, Foreign Exchange Carry, and Fixed Income Carry Macro Style factors
  • Custom analysis templates

Venn will continue adding powerful functionality for users. Stay tuned!

This article is not an endorsement by Two Sigma Investor Solutions, LP or any of its affiliates (collectively, “Two Sigma”) of the topics discussed. The views expressed above reflect those of the authors and are not necessarily the views of Two Sigma. This article (i) is only for informational and educational purposes, (ii) is not intended to provide, and should not be relied upon, for investment, accounting, legal or tax advice, and (iii) is not a recommendation as to any portfolio, allocation, strategy or investment. This article is not an offer to sell or the solicitation of an offer to buy any securities or other instruments. This article is current as of the date of issuance (or any earlier date as referenced herein) and is subject to change without notice. The analytics or other services available on Venn change frequently and the content of this article should be expected to become outdated and less accurate over time. Any statements regarding planned or future development efforts for our existing or new products or services are not intended to be a promise or guarantee of future availability of products, services, or features.  Such statements merely reflect our current plans.  They are not intended to indicate when or how particular features will be offered or at what price.  These planned or future development efforts may change without notice. Two Sigma has no obligation to update the article nor does Two Sigma make any express or implied warranties or representations as to its completeness or accuracy. This material uses some trademarks owned by entities other than Two Sigma purely for identification and comment as fair nominative use. That use does not imply any association with or endorsement of the other company by Two Sigma, or vice versa. See the end of the document for other important disclaimers and disclosures. Click here for other important disclaimers and disclosures.

This article may include discussion of investing in virtual currencies. You should be aware that virtual currencies can have unique characteristics from other securities, securities transactions and financial transactions. Virtual currencies prices may be volatile, they may be difficult to price and their liquidity may be dispersed. Virtual currencies may be subject to certain cybersecurity and technology risks. Various intermediaries in the virtual currency markets may be unregulated, and the general regulatory landscape for virtual currencies is uncertain. The identity of virtual currency market participants may be opaque, which may increase the risk of market manipulation and fraud. Fees involved in trading virtual currencies may vary.

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