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Peer Analytics provides investment risk-skill analytics and consulting to insurance companies, endowments, and pension fund clients.

Equity Risk Models Built for Oversight

Common performance analytics based on Brinson attributions and returns-based-style analysis – including FactSet, Novus, Caissa, and Morningstar — fail to predict future performance.

Analytics that are not predictive are not valid and decisions based on invalid data are dangerous.

We offer an alternative: robust risk and skill estimates, from statistical factor models, that are strong predictors of future performance.

Users should only trust risk models and performance analytics that they can test out-of-sample themselves, as with replicating portfolio tests.  More    Sample

 

Dynamic Financial Analysis/Asset Liability Modeling  

Stochastic scenario modeling integrating the effects of underwriting risk, leverage, and asset risk on surplus, net income and capital requirements.   More

 

DFA/ALM Peer Risk Analysis

A time and cost-efficient annual DFA review that assesses both client company and peer company risk postures.  Designed to enhance annual risk communication with board members charged with investment oversight. Sample

 

DFA / ALM Models

Cloud-based, user-friendly, transparent, flexible yet robust, models designed to be easily vetted.

 

PeerTrac: Performance Evaluation | Benchmarking

Performance evaluation incorporating insurance company peer universes, equity and fixed-income style universes, and equity portfolio risk analysis.   Sample

 

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