StatPro Group plc (AIM: SOG), the AIM listed provider of cloud-based portfolio analysis solutions for the global asset management industry, today announced that it has released the 65th and latest version of StatPro Revolution to all clients.
This latest version concludes a major phase of risk analytics enhancements that have been added over the last five releases during 2015. Version 65 adds risk simulation, providing full relative analytics, based on changes made to a simulated portfolio at sector or security level. On demand stress tests have also been added with their own dashboard allowing for any number of stress tests to be calculated for instant analysis at portfolio, sector or security level.
Throughout 2015, StatPro has added many new features to the StatPro Revolution platform. Emphasising the development output potential from a cloud-based platform, we have summarized the key enhancements delivered to all StatPro Revolution clients in 2015:
Added over 140 new measures of risk including
Absolute risk and risk decomposition
Relative risk and relative risk decomposition
Exponentially weighted Value at Risk (“VaR”) and other risk measures
Benchmark Risk measures and benchmark risk decomposition
Ex-ante risk attribution (single and multi-currency)
VaR and Tracking Error attribution
Relative stress tests and sensitivity scenarios
Created multiple new visual analysis dashboards for relative risk and risk attribution analysis
Added new multi-lingual risk reports to our ever expanding reports library
Provided access to over 1,300 stress test scenarios with on demand analysis in v65
Added support for risk simulation at sector and security level
Released an updated version of Revolution-i, StatPro’s interactive reporting and data extraction app
These new features complement the existing capabilities of this multi-asset class analytics platform, which already provides performance and advanced attribution analysis, award winning compliance and risk limits monitoring, unlimited reporting and unlimited users in a scalable cloud-based platform.
Dario Cintioli, Managing Director StatPro says: “the 65th release of StatPro Revolution wraps up a busy 2015 where we have added a record number of new features. This year we have focused on risk to help our clients meet complex regulations and increasingly tough client mandates. Risk simulation and on demand stress tests are just two of the many new features we have added during the course of this year. We will continue to work with our clients to deliver ever more valuable functionality in 2016, including our new hyper-scalable performance measurement system that will be part of the StatPro Revolution platform.”