Article: Portfolio Optimization

June 10, 2020

Building or rebalancing a mutual fund portfolio can be a daunting task without an efficient analytical tool to help with the research. It can also be very time consuming. How do you assess if two or more funds have too much of an overlap in holdings or strategies? How much data will it take to get down to a short list of funds to consider based on strategy, historic returns, fees, risks taken and ESGscores? Building a well-balanced and diversified portfolio that gives you the exposures you want means you need to filter and compare funds based on a number of different criteria.

Similyzer™ is unmatched in its research and comparison capabilities. With the ability to sort by similarity on any set of factors you choose and then filter on virtually any metric of interest, you can focus your efforts efficiently and effectively. Similyzer™ identifies all the funds with the characteristics you care about and identifies the best diversifying funds that naturally fit into your portfolio. 

One of our clients, a Swiss wealth manager, has been very impressed with Similyzer’s ability to sort on factor exposures and then filter on the attributes most important to them. Attributes like ESG, sectors and industries. They exported these results into excel for Board presentations, saved time and allowing them to present exactly as they desired.


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Investment Metrics, a Confluence Company, is a global leading provider of investment analytics, reporting, data and research solutions that help institutional investors and advisors achieve better financial outcomes, grow assets and retain clients with clear investment insights.