Axioma Portfolio

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Axioma Portfolio’s integrated suite of tools gives you the flexibility to invest your way. Construct portfolios, test strategies and rebalance with Axioma Portfolio Optimizer™. Obtain unparalleled insights into drivers of portfolio risk and return with Axioma Portfolio Analytics™. Create custom risk models tailored to your own investment process with Axioma Risk Model Machine™—custom models that are fully aligned with the risk factors you use to construct and optimize your portfolios. And it’s all driven by an open platform that lets you integrate the data you want to power your investment process.

Axioma Portfolio Optimizer – the industry’s most flexible optimizer, to better balance risk, return and costs
Axioma Portfolio Analytics – gain unparalleled insights into portfolio risk and return
Axioma Robust Risk Models– the risk models that led innovation in the risk-model space
Axioma Risk Model Machine– customize Axioma’s industry leading risk models along important model dimensions

Key Features

  • Leverage Axioma’s unrivaled modeling library for portfolio construction across a broad range of investment approaches, from highly quantitative to fundamental
  • Tackle common challenges practitioners have with optimization solutions with features such as Robust Optimization and the patented Axioma Alpha Alignment methodology which prevents the underestimation of risk common to optimizers in quantitative strategies
  • Integrate multiple views of risk on a timely basis with Axioma’s suite of risk models—fundamental and statistical variants for country, region and global models, at varying time horizons, along with macroeconomic models—all updated daily
  • Identify and eliminate sources of risk, including exposure to investment styles, industries, countries and currencies or asset level risks
  • Assess portfolio performance using multiple methodologies. Understand the contributions to return coming from factor exposures or along portfolio allocation decisions using performance attribution (factor-based and Brinson-style attribution)
  • Stress-test your portfolios to see how they would have performed in past crises; shock style factor, industry, country, or economic indicators, such as oil prices, economic growth rates and credit spreads, to understand the impact on portfolio or benchmark relative performance
  • Produce custom risk models using any combination of “style” factors you wish, choosing from Axioma’s factor library, a third-party provider or your own proprietary factors
  • Create custom risk models to construct more efficient portfolios and to better understand and communicate—both internally and externally—what is driving portfolio returns