Installer

You can access the installation file and read the single page manual for this version.

To enable these features in your Excel you should install the new Add-in version. It is recommended to perform a full uninstallation of any previous version of the Add-in.

Templates

Our Excel Add-in offers now the possibility to download templates. The goal is to provide an aggregate and granular view of your portfolios by only inserting identifiers and weights for each position. The functions and the layout have been chosen in advance and are set up so that all computations can be achieved once the inputs are incorporated.

There are 3 categories of templates:

  • Cross-assets analytics
  • Model portfolio analytics
  • Fixed Income analytics

Cross-assets analytics: In this category, you will find four templates that allow you to perform portfolio simulations and comparisons. One template helps you determine a rebalancing solution by comparing a current portfolio with a proposed portfolio and a benchmark portfolio or index. Another two allow the simulation of a proposed portfolio comparing its characteristics with a current portfolio and with the limits for the risk profile. There is also a template that enables you to perform in-depth tactical allocation relative analysis of a portfolio against its benchmark.

Model portfolio analytics: Currently, only one template is present in this category. With its help, you can determine the appropriate allocations for five risk profile model portfolios. The risk profiles range from least risky (conservative) to most risky (aggressive).

Fixed Income Analytics: In this category, there is also one template for the moment. It allows you to analyze the risk characteristics of a fixed-income portfolio. You can measure fixed income instruments’ duration and convexity, as well as the impact of changes in the credit and interest rate curves. The shift of these curves is arbitrarily chosen by you.

Enhancements

Asset proxy configuration file: The columns “Asset Last Price” and “Asset Currency” of the configuration file are removed. The two other columns remain unchanged and should be filled up if the portfolio has positions that are replaced by proxy

PRC methodology: The PRC function has one new optional parameter called Methodology. The default value is “2017q4” which refers to the “historicalReturns”. The other option is “2020q3” which is the “historicalInnovations” methodology.

Removals

Version 20.7 and 20.04 are now removed from the documentation and are no longer actively monitored by our Add-in and support team.

Roadmap

The next version of the Add-in is scheduled for the end of July. Several new features are in the pipeline. Amongst them, we aim to incorporate the taxons, the risk factor exposures, and the risk drivers decomposition. Besides, we will also focus on enhancing the templates as well as rethink the data flow of the asset proxy.

Please note that the information here is subject to change right up to release go-live time. This roadmap is not a commitment to provide any features by a certain time frame and enhancements to the product may change before release.