Risk Analytics Services
Risk Analytics

    We offer risk analytics services regarding
  • Skewness, Kurtosis, Downside deviation, Drawdown
  • Volatility analysis: Historical, model based
  • VaR, C-VaR analysis
  • Monte Carlo based VaR, C-VaR
  • Liquidity Risk, Concentration profile
  • Correlation analysis
  • Sensitivity analysis
  • Apha, beta R2, Tracking error, Information ratio, Up capture and Down capture ratio
Performance Analytics
    Performance analytics covers range of subjects like
  • Performance measures
  • Money weighted, Time weighted returns analysis
  • Risk adjusted returns analysis
  • Portfolio performance evaluation
  • Peer group analysis
  • Trend analysis
  • Performance attribution and loss distribution analysis
  • Attribution exposure for sector/strategy/geography/underlying

Capital Metrics & Risks Solutions Pvt. Ltd.
+91 20 49127100 | info@capmetrics.com
Address: 32/33, Rachna Bungalow, Dr. Ketkar Road,
Off Karve Road, Erandwane, Pune 411 004.

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