Interactive web platform for individual analyses and peer group comparisons

At a glance

  • Interactive web platform for individual analyses and peer group comparisons
  • Tailor-made evaluations, e.g. asset liability analyses and econometric evaluations
  • Modular structure and ongoing new development of modules
  • Data visualisation and exportability of results

Video

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MyPPCmetrics

MyPPCmetrics is an interactive web platform for clients of PPCmetrics AG, which allows individual performance and simulation analyses, extensive peer group comparisons as well as a comprehensive insight into the structure and investment behaviour of institutional investors to be gained with easily comprehensible step-by-step instructions. MyPPCmetrics has a modular structure. Among others, the following modules are available:

Global Data Management Module

 

In this module you can globally manage the data for the individual modules. Global data management gives you an overview of all existing data series on one page.

"Funding ratio" Module

With this module you can calculate your own risk-bearing, economic and technical funding ratio and update it monthly. It also makes it possible to carry out a cross-comparison from a broad universe (more than 350 pension funds (source: revised annual reports)). Data management is available for this purpose, which allows you to enter key parameters on the basis of annual financial statements.

"Public Peer Group" Module

The third module "public peer group" allows you to cross-check your investment performance with pension funds/institutional investors. You can also make comparisons with different time spans (since 1 January 2011) and focus on comparisons with different segments (e.g. public or private pension funds).

"Performance Analysis" Module

This allows quantitative statistical and econometric analyses with your own data (portfolio and benchmark time series) on a monthly basis.

"Risk/Return" Module

The module "Risk/Return" allows the input of different investment strategy variants and the calculation of the expected risk/return (volatility) ratios of the same. Additionally, historical simulations (including stress test scenarios) in freely selectable observation periods are possible.

Continuous further development

New modules are constantly being developed.

 


Contact persons

Alfredo Fusetti
Partner
Contact

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Dr. Stephan Skaanes
Partner
Contact