Peer Analytics provides asset-liability models and equity and fixed income factor risk models designed for portfolio oversight.
We’ve been fortunate to work with some wonderful people at great companies, including:
Progressive The Hartford
Swiss Re Farmers Insurance
SEI Investments CSAA Insurance
AAA Southern CA AP Capital
Goldman Sachs The New York Stock Exchange
Equity Risk Models Designed for Asset Owners
Robust risk and skill estimates, using statistical factor risk models built using passive ETFs as factors, that are strong predictors of future performance.
Our approach differs from conventional risk models in that all underlying factors are available passively. This allows us to distinguish performance due to security-selection skill from that due to systematic market exposures that are different than those of the benchmark (which manifest in performance as random noise). Allocators can readily offset all unintentional risk exposures using ETFs.
The best way to appreciate the value of our models is with a sample fund analysis or a test drive. More Sample
Dynamic Financial Analysis/Asset Liability Modeling
Stochastic asset-liability scenario modeling integrating the effects of underwriting risk, leverage, dividend policy, and asset risk on surplus, net income, and capital requirements. More
DFA/ALM Peer Risk Analysis
Asset-liability modeling of both client company and individual peer company’s surplus and net income risk postures. Designed to provide valuable insights into that most critical investment decision: surplus risk tolerance.
DFA / ALM Models
Cloud-based, user-friendly, transparent, flexible yet robust, stochastic asset-liability 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.