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Axioma Risk Models™

Key Features

  • Geographic coverage includes World-wide, Asia Pacific, Asia Pacific ex-Japan, Emerging Markets, Europe, North America, World-wide ex-US, Australia, Canada, China, UK, Japan, Taiwan, and US
  • Offers equity-based ETF content for the most liquid global equity ETFs currently traded
  • Provides daily updates of all risk model components to provide timely and relevant insight to portfolio construction
  • Includes both fundamental and statistical factor models to give you different perspectives of your risk
  • Daily updates allow you to see precisely what is occurring at any time and to rebalance at will
  • Incorporates unique currency modeling and returns timing for more globally sensitive models
  • Offers complete transparency-not a black box-so portfolio managers can easily understand their exposures to risk
  • Mitigates the effect of outliers through the use of robust statistics
  • Accurately responds to market volatility through the use of proprietary Dynamic Volatility Adjustment (DVA)
  • Aligns industry factors with mainstream industry classifications (for example GICS) for consistency between portfolio management and reporting
  • Generates more accurate risk estimates, based on innovative research by Axioma
  • Allows the choice of regional models with either a country focus or an industry focus
  • Integrates into any system in flat files or in a proprietary format for use in Axioma products
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