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Factor risk models built for the complexity of private markets
Private market risk is complex, but it doesn't have to be opaque. The Axioma Private Fund Factor Risk Models deliver granular risk profiles, combining private fund factors with our industry-leading public market risk models for a single, consistent view of total portfolio risk.
Key benefits
Detailed fund modeling
Fund cash flow and quarterly valuation data determine fund factor and specific risks
Granular private fund factors
Risk decomposed across sub-strategy, fund size, age and manager experience
Unified view of total portfolio risk
Analyze and attribute risk across liquid and illiquid holdings in a single framework
Use the Private Fund Factor Risk Models for:
✓ Risk aggregation across liquid and illiquid holdings for asset owners and managers
✓ Factor risk analysis and portfolio construction
✓ Asset allocation in a Total Portfolio Approach
✓ Stress testing against historical events and prospective market shocks
FACTSHEET
Axioma Private Fund Factor Risk Models
Discover the full methodology, fund coverage and model construction detail.
Model at a glance
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