Models purpose-built with wealth and Fund of Funds managers in mind

Part of the Axioma Multi-Asset Class Risk Model offering, the Axioma global fund allocation models are designed specifically for portfolios of ETFs and mutual funds:

Axioma Fund Allocation Model (AXFAM4.1)

Captures fund investment risk through exposures to a curated set of fund and market category risk factors and fund specific risks.

Axioma Worldwide Fund Allocation Model (AXWWFAM4.1)

Captures fund investment risk through a combination of exposures to the Axioma Worldwide Equity Factor Risk Model (WW4) for equity ETFs, single name stocks and a curated set of fund and market category risk factors for mutual funds and multi-asset class ETFs.

Use the global Axioma fund allocation models for:

Tax-efficient asset transitions and proposal creation
Unified Managed Accounts
Overlay portfolio management
Model portfolio construction and rebalancing
Benchmark tracking
Portfolio optimization
Risk attribution
Fund manager differentiation

Key benefits

Intuitive fund mapping and portfolio risk decomposition

Full multi-asset class fund coverage

Strategy alignment

Systematic risk and fund-specific risks capture

Addressing Fund of Funds modeling challenges

Challenge

Solution

Challenge Increasing workflow efficiency and consistency: Solution
Multi-asset class fund prices, classifications and categorization are handled automatically

Challenge Capturing economic insight: Solution
Transparent, detailed and intuitive factor structure for meaningful risk decomposition analysis

Challenge Avoiding unwieldy integration: Solution
Daily flat file downloads in a format compatible with the Axioma Portfolio Optimizer

Challenge Minimizing operational risk: Solution
Extensive and growing coverage of the mutual funds and ETFs enables more efficient internal processes