What does portfolio analytics actually do?

There are two main things that happen when you run a portfolio:

1. We find any Mutual Funds in the portfolio and get their holdings. We then create a list of underlying exposures that your portfolio now has as a direct result of holding those Mutual Funds in those given portfolio allocations. You can then analyse these exposures, understand where they are coming from (for example, which funds are causing you to have a particular stock exposure?) and check exposures to equity sectors, credit ratings etc.

2. We run a performance backtest of this portfolio to show you a wealth of risk and return statistics on this portfolio's back-tested returns. You can see contribution, correlations, rolling returns, rolling volatility, scenarios, drawdowns and beta analysis. This can help you decide whether this portfolio is a good one to keep or if it requires chagnes.

It is important to understand that this is a way to check the historical performance of you current portfolio. There is no P&L calculation of any given set of transactions. The only input is your latest holdings. 

The portfolio section can also be a great place to come up with new ideas and model portfolios.