Axioma Portfolio

Axioma Portfolio’s integrated suite of tools gives you the flexibility to invest your way. Construct portfolios, test strategies and rebalance with Axioma Portfolio Optimizer™. Obtain unparalleled insights into drivers of portfolio risk and return with Axioma Portfolio Analytics™. Create custom risk models tailored to your own investment process with Axioma Risk Model Machine™—custom models that are fully aligned with the risk factors you use to construct and optimize your portfolios. And it’s all driven by an open platform that lets you integrate the data you want to power your investment process.

Axioma Portfolio Optimizer – the industry’s most flexible optimizer, to better balance risk, return and costs
Axioma Portfolio Analytics – gain unparalleled insights into portfolio risk and return
Axioma Robust Risk Models – the risk models that led innovation in the risk-model space
Axioma Risk Model Machine – customize Axioma’s industry leading risk models along important model dimensions

  • Leverage Axioma’s unrivaled modeling library for portfolio construction across a broad range of investment approaches, from highly quantitative to fundamental
  • Tackle common challenges practitioners have with optimization solutions with features such as Robust Optimization and the patented Axioma Alpha Alignment methodology which prevents the underestimation of risk common to optimizers in quantitative strategies
  • Integrate multiple views of risk on a timely basis with Axioma’s suite of risk models—fundamental and statistical variants for country, region and global models, at varying time horizons, along with macroeconomic models—all updated daily
  • Identify and eliminate sources of risk, including exposure to investment styles, industries, countries and currencies or asset level risks
  • Assess portfolio performance using multiple methodologies. Understand the contributions to return coming from factor exposures or along portfolio allocation decisions using performance attribution (factor-based and Brinson-style attribution)
  • Stress-test your portfolios to see how they would have performed in past crises; shock style factor, industry, country, or economic indicators, such as oil prices, economic growth rates and credit spreads, to understand the impact on portfolio or benchmark relative performance
  • Produce custom risk models using any combination of “style” factors you wish, choosing from Axioma’s factor library, a third-party provider or your own proprietary factors
  • Create custom risk models to construct more efficient portfolios and to better understand and communicate—both internally and externally—what is driving portfolio returns

Axioma Portfolio Optimizer: The Most Flexible Portfolio-Construction Tool on the Market

With virtually limitless objectives and an equally unlimited range of constraints, Axioma Portfolio Optimizer delivers maximum flexibility to model even the most complex strategies for a wide range of investment management approaches, from quantitative to fundamental.

Axioma Portfolio Analytics: An Integrated View of Your Portfolio's Risk and Return

Axioma Portfolio Analytics provides time-series risk analysis, stress testing, and both traditional Brinson and factor-based performance attribution, fully integrated with Axioma's fundamental, statistical and macroeconomic risk models as well as custom risk models built with the Axioma Risk Model Machine (RMM).

Axioma Risk Model Machine: Customizable Risk Models Tailored to Your Investment Process

Custom risk models built with Axioma Risk Model Machine (RMM) enable clients to achieve enhanced results because the models are tailored to the client’s own investment process. RMM is a flexible, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, performance attribution and alpha research.

Active Is as Active Does: Wading Into the Active-Share Debate

An increasing proportion of asset owners and investment consultants require managers to report the active share of their portfolios. The underlying idea is that the closer a manager is to his or her benchmark, the smaller the degree of potential outperformance, and therefore the less likely that fees can be justified. But is active share the right measure for achieving this objective?

Find out more about how Axioma Portfolio can help you. Contact us at or call us:
North America: +1-212-991-4500
Europe: +44-203-621-8241
Asia: +852-8203-2790 
We look forward to hearing from you.