Exposure, performance, attribution, and risk analytics for institutional investors

Ensuring that your multi-asset class portfolio is meeting investment objectives and maintaining risk allocations requires a disciplined investment team, accurate data, and sophisticated analytics.

Bucketing exposures, measuring performance, analyzing attribution, and identifying sources of risk help investors make informed decisions and can lead to improved investment outcomes. 

Exposure

SEI Novus maps manager-provided exposure-level data to standard or custom categories, empowering allocation decisions, transparent planning, and predictive analytics. We can combine disparate sources of manager information to deliver the most complete picture of your portfolio as a whole. 

Performance

Our performance analytics break down absolute performance up and down the portfolio, forward and backward through time. SEI Novus’ methodology is flexible enough to allow you to measure performance in a way that matches how you see the world.   

Attribution

Deeply understand and explain performance drivers with SEI Novus. Attribution frameworks can quantify and improve investment skill sets. To gain a comprehensive overview of your portfolio, assign appropriate benchmarks, including custom blends, to each fund, sleeve, or category of the portfolio. 

Risk profile

SEI Novus estimates, aggregates, and validates value-at-risk metrics at the security and aggregate portfolio levels, supporting an intentional and transparent approach to risk management. By placing proprietary/customizable factor models and stress tests into your hands, SEI Novus facilitates analytics around factor sensitivity, risk exposure, and risk contribution at both the security and portfolio level.