Investment consulting for institutional investors and private investors

At a glance

    • External investment expert in all asset management matters
    • Quantitative and qualitative analyses for institutional and private investors
    • Scientifically sound and proven in praxis
    • Assessment of investment vehicles, funds, asset managers and investment categories
    • Second opinions and expert reports

Investment Consulting

In the area of investment consulting, PPCmetrics offers professional and innovative consulting services as well as quantitative and qualitative analyses for institutional and private investors. Our concepts and analyses are scientifically sound and proven in praxis. With above-average qualifications and extensive experience, our staff members provide consulting services at the highest level.

External investment expert / Investment Consultant

We provide services as external investment expert in all aspects of asset investment. For many of our clients we attend the meetings of the investment committee in an advisory capacity.

Quantitative analyses


Our quantitative analyses are useful tools for gauging investment success, calculating risk-adjusted performance as well as identifying risks. In addition, as part of our sophisticated performance analyses we offer different style analyses and performance attributions.

Product and asset manager assessment

Our independent assessment entails analyzing investment vehicles, funds, asset managers (due diligence) and new investment categories. PPCmetrics guarantees a neutral assessment of the opportunities, risks and costs of products.

Handling of exchange rate risks

Exchange rate risks represent a challenge for many institutional investors. PPCmetrics supports investors in foreign currency risk management. In so doing we determine the ideal hedge ratio and ensure the efficient implementation of any currency hedging.

Recommendations on benchmarks

The choice of an index as a benchmark for the asset manager significantly impacts future investment success. PPCmetrics advises its clients regarding ideal benchmark concepts, also taking account of risk and return expectations as well as concentration risks.

Second opinions and expert reports

The determination of the investment strategy, the selection of asset managers or the introduction of new asset categories or investment vehicles are a few examples of crucial decisions that investors often do not wish to take alone. PPCmetrics provides independent second opinions and expert reports on all dimensions of the investment process. A second opinion allows for an accurate evaluation of all relevant facts prior to the final decision.

 


Contact persons

Dr. Stephan Skaanes
Partner
Contact

Alfredo Fusetti
Partner
Contact


Publications

Move left Move right
Is faith in past winners justified?

Is faith in past winners justified?

Rankings of top performers are publicly available for retail funds. However, databases for institutional mandates (segregated accounts and institutional funds) are still incomplete and rare. For our historical simulation of picking past winners we use a set of track records that were submitted by asset managers as part of public and non-public mandate tenders for institutional clients in Europe.

Asset Liability Management Today – Is it Still Fit for Purpose?

Asset Liability Management Today – Is it Still ‘Fit for Purpose’?

The target of asset liability management is to align the assets to the liabilities, i.e. managing risks due to mismatches between the assets and liabilities.

Challenges Pension Funds Face due to Low Interest Rates

Challenges Pension Funds Face due to Low Interest Rates

Risk-averse asset-only investors should go for short duration as risk return is distributed highly asymmetrically.

What can I expect from my pension fund?

What can I expect from my pension fund?

Alfred Bühler and Lukas Riesen explain why the risk-bearing funding ratio could become the yardstick for Swiss pension funds.

Investment Strategies in the Year 2013 - English Version

Investment Strategies in the Year 2013 - English Version

In the year 2013, there were losses in the bond markets, while equity markets had high positive returns. As a result, the investment results of the different strategies varied widely. Pension funds, which have fully used their risk capacity through a large equity exposure, were able to benefit from this market environment. In addition, currency hedging and investments in corporate bonds, small caps, and non-listed real estate were positive as well...

Is factor-based allocation new?

Is factor-based allocation new?

Factor-based allocation may be theoretically interesting for Swiss pension funds but it is hard to implement in a practical way.

Asset Manager Selection based on historical performance - English Version

Asset Manager Selection based on historical performance - English Version

Historical performance is a frequently used criterion to select asset managers. Our empirical analysis, however, shows that after hiring an asset manager with such an outstanding performance, the asset manager performs significantly worse in the period after the selection. In some cases, the selected managers even performed significantly worse than a control sample.

 


Factsheets

 

Comparison of fees

2013-12-16_Gebhrenvergleich_E.png

Peer group comparison

2013-12-16_PeerGroupVergleich_E.png

Investment controlling

Factsheet

 

Analysis of the portfolio structure

Factsheet

Asset manager selection
  

Factsheet