Three ways to work with Eigen Axis.
Three ways to work with Eigen Axis.
Three ways to work with Eigen Axis.
Independent quantitative analysis for family offices and institutional allocators.
Independent quantitative analysis for family offices and institutional allocators.
Executive summary: prioritised findings and flags for the investment committee
Executive summary: prioritised findings and flags for the investment committee
Executive summary: prioritised findings and flags for the investment committee
Stress testing across historical scenarios and custom macro scenarios
Stress testing across historical scenarios and custom macro scenarios
Stress testing across historical scenarios and custom macro scenarios
Liquidity profiling and estimated liquidation timelines under normal and stressed conditions
Liquidity profiling and estimated liquidation timelines under normal and stressed conditions
Liquidity profiling and estimated liquidation timelines under normal and stressed conditions
Monte Carlo simulation: return distribution and percentile outcomes across 10,000 paths
Monte Carlo simulation: return distribution and percentile outcomes across 10,000 paths
Monte Carlo simulation: return distribution and percentile outcomes across 10,000 paths
Concentration analysis across positions, sectors, geographies, and liquidity tiers
Concentration analysis across positions, sectors, geographies, and liquidity tiers
Concentration analysis across positions, sectors, geographies, and liquidity tiers
Factor decomposition: exposure to market, size, value, momentum, quality, and low-volatility factors
Factor decomposition: exposure to market, size, value, momentum, quality, and low-volatility factors
Factor decomposition: exposure to market, size, value, momentum, quality, and low-volatility factors
Portfolio-level return and risk metrics: annualised return, volatility, Sharpe ratio, max drawdown
Portfolio-level return and risk metrics: annualised return, volatility, Sharpe ratio, max drawdown
Portfolio-level return and risk metrics: annualised return, volatility, Sharpe ratio, max drawdown
WHAT YOU RECEIVE
The Portfolio Risk Diagnostic is a structured, independent analysis of your portfolio's current risk and return profile. It is designed for investment committees and principals who want a rigorous, quantitative view of their exposures — not a sales pitch dressed as research.
The Portfolio Risk Diagnostic is a structured, independent analysis of your portfolio's current risk and return profile. It is designed for investment committees and principals who want a rigorous, quantitative view of their exposures — not a sales pitch dressed as research.
Portfolio Risk Diagnostic
Portfolio Risk Diagnostic
01
One-time
Methodology updates as market conditions and portfolio composition evolve
Methodology updates as market conditions and portfolio composition evolve
Direct access to Azat for analytical discussions
Direct access to Azat for analytical discussions
Quarterly deep-dive review with written commentary
Quarterly deep-dive review with written commentary
Scenario analysis on request: rate moves, credit events, commodity shocks, geopolitical stress
Scenario analysis on request: rate moves, credit events, commodity shocks, geopolitical stress
Monthly updated portfolio analysis and risk report
Monthly updated portfolio analysis and risk report
Monthly updated portfolio analysis and risk report
WHAT'S INCLUDED
For institutions that need more than a one-time report, the Ongoing Analytical Support retainer provides continuous analytical coverage — regular portfolio monitoring, ad-hoc scenario analysis, and a senior analytical counterpart to support your investment process.
For institutions that need more than a one-time report, the Ongoing Analytical Support retainer provides continuous analytical coverage — regular portfolio monitoring, ad-hoc scenario analysis, and a senior analytical counterpart to support your investment process.
Ongoing Analytical Support
Ongoing Analytical Support
02
Monthly retainer
Factor attribution dashboard for ongoing monitoring and IC reporting
Factor attribution dashboard for ongoing monitoring and IC reporting
Custom stress scenario library reflecting specific macro and market risk factors
Custom stress scenario library reflecting specific macro and market risk factors
Portfolio construction and optimisation tool with asset class and risk budget constraints
Portfolio construction and optimisation tool with asset class and risk budget constraints
Automated monthly risk reporting pipeline from holdings data to formatted investment committee report
Automated monthly risk reporting pipeline from holdings data to formatted investment committee report
EXAMPLES
Some clients need more than periodic analysis — they need solutions that makes rigorous portfolio management permanent. We design and build custom automated tools: risk engines, reporting pipelines, factor attribution dashboards, and portfolio construction frameworks — documented and deployed in your environment.
Some clients need more than periodic analysis — they need solutions that makes rigorous portfolio management permanent. We design and build custom automated tools: risk engines, reporting pipelines, factor attribution dashboards, and portfolio construction frameworks — documented and deployed in your environment.
Custom Analytical Infrastructure
Custom Analytical Infrastructure
03
Project-based
Start with a diagnostic. No commitment required.
Start with a diagnostic. No commitment required.
Start with a diagnostic. No commitment required.
Most engagements begin with a Portfolio Risk Diagnostic — a structured, independent analysis of your portfolio.
Most engagements begin with a Portfolio Risk Diagnostic — a structured, independent analysis of your portfolio.
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