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:

Allstate                                             Nationwide

Progressive                                     The Hartford

Allianz                                               BlackRock

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.





Together with Beacon Pointe Insurance Consulting Services