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Barra Portfolio Manager

A hosted portfolio management platform


Barra Portfolio Manager is designed for research, reporting, strategy development, portfolio construction, and performance
and risk attribution. The flexible and customizable user interface allows for sharing strategies, analytics, and reports within
your organization and with clients. Using proprietary content as well as third-party data, Barra Portfolio Manager can help
clients make faster, more informed investment decisions.

New in this Release

Automated High Volume Reporting

Barra Optimizer 2.1 integration

Custom Factor Attribution

Various enhancements and fixes

Enhanced user interface

Key Features
Attribution Choose from traditional (Brinson), factor-based, or
hybrid approaches to understand and decompose the sources of
portfolio risk and return.

data. Dynamically change constraints or objectives to adapt to


different market conditions or business cycles. Monitor exposures,
summary statistics, and performance results in real time.

Custom Factor Attribution Leverage MSCIs methodology for


decomposing risk. For example, you can use your own industry
classifications or incorporate other custom data to make risk
attribution customized to their unique investment process.

Custom Data Use the Formula Builder to create and refine alphas,
generate custom data and attributes for risk reports and portfolio
optimization, or incorporate portfolio-level statistics.

Scenario and What-if Analysis Simultaneously evaluate


point-in-time and time-series risk, return, and style exposures, other
portfolio characteristics, asset-level details, and multiple trading
scenarios using multiple risk models, dates, and portfolios.
Portfolio Construction Build portfolios that achieve an optimal
combination of predicted risk and return, subject to constraints and
investment objectives, using the Barra Optimizer. The Barra Optimizer
is developed by MSCIs optimization research team and enables the
implementation of complex strategies with various utilities, constraints,
and targets. Efficiently rebalance or construct a large number of
portfolios in a single rebalance cycle.
Strategy Research and Development Create and simulate
investment strategies using market and third-party attributes and

Group-by Analysis Align portfolios with your investment process


by aggregating, analyzing, and reporting portfolio characteristics across
multiple dimensions using MSCI-supplied and third-party attributes, like
industry and sector classifications, Economic Exposure, and
fundamental data.
Reporting Manage a complete end-to-end workflow that includes
setup, monitoring, exception handling, and extraction of single or
multiple reports with an easy-to-use interface. Automate the reporting
process for point-in-time asset-level and portfolio-level details, and
extract data quickly and easily into either CSV or customized PDF for
use across the broader investment management organization.
Alternative Investments Full coverage of oil, gold, FX forwards,
equity options, or short-term fixed income cash equivalents. Includes
support for reporting, backtesting, and attribution for complex portfolios.

Barra Portfolio Manager provides multiple views of your portfolio or the market

Key Benefits
Barra Portfolio Manager provides multiple views of your portfolio or the
market and has a flexible and customizable user interface that lets you
tailor, define, and share personalized workspaces. As a user, you can benefit
from a broad range of multi-asset class risk and performance analytics.
Barra Portfolio Manager can help you make better investment
decisions and build better portfolios.
Improve Analysis and Communication of Portfolio
Information Advanced charting capabilities improve information
sharing across your organization and with your clients.
Identify and Control Sources of Risk Isolate industry, style,
market, and other sources of risk to see which policies are the largest
contributors to your portfolios risk and return.
Reduce Unintentional Bets Integrate the market-leading Barra
risk models for a clear view of risk within a portfolio.
Construct and Optimize Portfolios Build efficient portfolios to
meet your investment objectives.
Conduct Performance Attribution Evaluate performance in
meaningful detail using a range of popular and proprietary attribution
methodologies.
Compare Predicted and Realized Risk and Return
Understand how the profile of a portfolio has changed over time and
the impact on realized risk and performance.

User Interface Interact with the application in a meaningful and


intuitive way with an enhanced user interface that supports multiple
monitors and varying monitor resolutions.
Gain Control and Scale Monitor, control, and improve your
workflow by using a range of views and workspaces.
24x5 Support A highly trained Client Service team is ready to
provide product and analytics expertise before, during, and after your
trading hours.

Technology Highlights
Barra Portfolio Manager is a secure hosted platform independently verified to protect client data, through SSAE-16 and ISAE-3402 audits. It is built
on the same technology platform as BarraOne.
System Requirements

Installation

High-speed Internet connection allowing 128-bit encryption over SSL

Accessible from any Internet-enabled computer

Java Runtime Environment installed (v. 1.6_0_20 or higher


recommended)

Automatic upgrades ensure the latest features of Barra Portfolio


Manager are available

Windows XP or higher Network Requirements

Your organization can reduce, and in some cases eliminate, the time
and cost spent managing technology and data.

Java Runtime configured for Internet connectivity


Secure HTTP communication over port 443

msci.com | clientservice@msci.com

Find out more about Barra Portfolio Manager and how it can add
value to your investment process.

Contact us now

About MSCI
MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services
include indexes, portfolio risk and performance analytics, and governance tools.
The companys flagship product offerings are: the MSCI indexes with approximately USD 8 trillion estimated to be benchmarked to them on a worldwide basis1; Barra multi-asset class
factor models, portfolio risk and performance analytics; RiskMetrics multi-asset class market and credit risk analytics; IPD real estate information, indexes and analytics; MSCI ESG
(environmental, social and governance) Research screening, analysis and ratings; ISS corporate governance research, data and outsourced proxy voting and reporting services; and FEA
valuation models and risk management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.
The information contained herein (the Information) may not be reproduced or redisseminated in whole or in part without prior written permission from MSCI. The Information may not be used to verify or correct other data, to create indexes, risk models,
or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment vehicles. Historical data and analysis should not be taken as an indication or guarantee of any future
performance, analysis, forecast or prediction. None of the Information or MSCI index or other product or service constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy.
Further, none of the Information or any MSCI index is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The Information is provided as is and
the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. NONE OF MSCI INC. OR ANY OF ITS SUBSIDIARIES OR ITS OR THEIR DIRECT OR INDIRECT SUPPLIERS OR ANY THIRD PARTY INVOLVED IN THE
MAKING OR COMPILING OF THE INFORMATION (EACH, AN MSCI PARTY) MAKES ANY WARRANTIES OR REPRESENTATIONS AND, TO THE MAXIMUM EXTENT PERMITTED BY LAW, EACH MSCI PARTY HEREBY EXPRESSLY DISCLAIMS ALL IMPLIEDWARRANTIES,
INCLUDING WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. WITHOUT LIMITING ANY OF THE FOREGOING AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, IN NO EVENT SHALL ANY OF THE MSCIPARTIES HAVE ANY
LIABILITY REGARDING ANY OF THE INFORMATION FOR ANY DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL (INCLUDING LOST PROFITS) OR ANY OTHER DAMAGES EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES. The foregoing shall not
exclude or limit any liability that may not by applicable law be excluded or limited.
1

As of September 30, 2013, as reported on January 31, 2014 by eVestment, Lipper and Bloomberg.

April 2014

2014 MSCI Inc. All rights reserved.

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