TrackValue© enables comparison of investments two by two or within a reference basket (funds against funds, portfolio against benchmark, initial portfolio against modified portfolio ("What If"), etc.).

TrackValue© uses an adaptive statistical power law to improve the modeling of the tail end of financial assets returns distributions. This leads, on one hand, to improved measurements of extreme risk (Value-at-Risk, Conditional Value-at-Risk, Drawdown Risk...), and, on the other hand, to a risk measurement adapted to every asset type including hedge funds.( )

TrackValue© calculations use the Monte Carlo drawing method to evaluate double uncertainty related to sampling and modeling.( )

TrackValue© displays risk evolution along time and during critical phases of the market (style analysis, economic or financial risk factors, behavior during crashes, etc.).( )

TrackValue© uses macro-economic datas to analyse returns, risks and dependencies between financial assets during economic or financial cycles (growth, inflation, money supply, assets valuation, etc.).( )

TrackValue© Optimizer is a proprietary genetic algorithm which allows a fast exploration of the optimization universe. The optimization process is based on a utility function describing the totality of the investment constraints (maximum risk, diversification, transaction cost, etc.). ( )

TrackValue© Optimizer proposes the optimal allocation according to TrackValue macro-economic scenarios.

TrackValue© produces automated standardised or customised quantitative reports, as well as Excel spreadsheets with all TrackValue calculations.( )