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PerTrac updates guide to using investment statistics

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PerTrac has updated its reference toolkit, Investment Statistics: A Reference Guide, to include more detail on the mathematics and techniques used to construct, optimise and simulate the returns of portfolios of investment funds.



Like prior versions, the resource discusses in clear and succinct language how to use key investment metrics to evaluate fund performance and analyse risk.
 
The new additions to the guide were added to help investors including funds of funds, family offices, pensions, sovereign wealth funds, endowments and other institutional investors manage their portfolios of hedge funds and other actively managed investments.

Topics covered include how to build a diversified fund portfolio that mitigates manager risk, how to optimise allocations using efficient frontiers, and value-at-risk (VaR) analysis using Monte Carlo simulations.
 
Intended for investment professionals, sophisticated individual investors, students and members of the financial press, PerTrac’s latest version of Investment Statistics: A Reference Guide includes step by step reviews of:

 • How to leverage financial statistics to put historical performance in context
 • How to incorporate investment risk statistics into asset allocation strategies
 • How to conduct peer group analysis and use it in fund searches
 • Fat-tail risk analysis, risk budgeting, factor analysis and historical stress testing
 
 
“In today’s volatile markets, it’s as important as ever that investors make smart asset allocation decisions that optimise their portfolio and generate acceptable levels of risk,” says Jed Alpert, managing director of global marketing at PerTrac. "Investment Statistics: A Reference Guide continues to equip investors with the essential – as well as the advanced – financial analysis tools they demand for investment management.”

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