Lipper is launching a range of tools within its Lipper Leaders and Hindsight services from October t...
Lipper is launching a range of tools within its Lipper Leaders and Hindsight services from October this year.
Hindsight users will be able to create synthetic funds of funds using prices and dividends from the actual underlying funds in the Hindsight database.
These model portfolios can be backtested and performance measured in absolute terms against a range of benchmarks, including customised ones, as well as by a variety of technical analysis criteria.
Intermediaries, private client and discretionary managers will also be able to upload data from their own private database and use Hindsight applications on it.
Brian Harvey, spokesman for Lipper, added: 'Groups running segregated mandates, where they are not publishing the prices, can load their historical data into the service and use Hindsight's charting and technical analysis tools.'
Additional Lipper Leaders criteria, covering total expense ratios and total return analysis are also being added to provide further metrics by which funds can be evaluated.
The Hindsight desktop service is being expanded to include US mutual fund data and variable annuities, along with asset allocation information for individual funds.
Additional functionality in terms of further charting and tabling tools will be incorporated into the desktop service along with a large range of extra technical and logarithmic analysis measures.
These include relative average return, downside deviation analysis, sortino ratios, annualised risk/return and semi-variance.
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Launching later in 2019
£80bn funds under calculation