Risk Management Package
This package outlines a variety of risk statistics including risk budgeting,
maximum drawdowns, and Conditional Value at Risk.

 

Performance Analytics Package
Historical performance is measured against a benchmark (in this case the S&P 500).
Statistics examined include Sharpe Ratio, Capture Ratio, and Active Premuim.

 

Optimization Package
Bell employs a variety of optimization techniques. This package is an extension of the
Markowitz's Mean-Variance Model, other options include the Black Litterman
Model which blends historical data with forward looking projections.

 

 

 

Bell Investment Associates uses these methods internally to evalute managers both independantly and as a potential allocation in an investor's portfolio.

 

Our sister company Bell Associates can provide these types of offerings to advisory firms on a retainer or flat fee basis. For more information on these analytics offerings, email:

inquiries@bell-analytics.com