What problem does it solve?
Investors and portfolio managers struggle to evaluate mutual funds, ETFs, and private funds comprehensively, often missing hidden risks, style drifts, and manager performance issues that can erode returns.
Core Features & Use Cases
- Multi‑metric performance assessment: Calculates annualized returns, alpha, Sharpe, Sortino, information ratio, Calmar, and other risk‑adjusted metrics.
- Style and drift analysis: Performs Sharpe style box regression, R² validation, and rolling‑window drift detection to ensure declared styles match actual holdings.
- Manager evaluation: Scores fund managers on excess returns, risk control, turnover, and concentration, highlighting consistent over‑performers.
- ETF selection framework: Screens ETFs for tracking error, fees, liquidity, and size to pick efficient passive products.
- FOF portfolio construction: Guides multi‑asset allocation, fund selection, rebalancing rules, and monitoring alerts for a diversified fund‑of‑funds strategy.
Use Case: An investment analyst needs a one‑page report that ranks a list of domestic equity funds, flags any style drift, and recommends the top three funds for inclusion in a new FOF portfolio.
Quick Start
Run the fund analysis skill to evaluate a mutual fund and receive a detailed performance and risk report.
