MyG&SQTM Portfolio Screener

A flexible portfolio screening tool built on a series of multi-level user-defined parameter sets for historical scoring and portfolio screening. Let users test efficacy of parameter values in portfolio screening for achieving better portfolio performance, and save tested parameter values for routine use. The parameters and key features are the following:

G&SQ™ measure definition parameters: trailing periods, triggers and thresholds

Peer group definition parameters for computing pay-performance alignment: industry sector, industry group, index component

Scoring parameters for computing positions of G&SQ™ measure outcome values relative to population: population definition, definition of portfolio to be scored (and screened from), retroactive resetting frequency for population outcome values for historical score calculation, and percentile position definition (inclusive or exclusive or a variant)

G&SQ™ measure and group weights: flexible download option available for security-wise measure outcome, total return and volatility data. This is for external computation of covariance with total return and volatility, and also of covariance between measures and measure groups

Portfolio screening parameters: threshold score for screening, retroactive score computation and portfolio screening frequency for historical periods, and time horizon for historical performance of original versus screened portfolios

Testing efficacy of user-defined parameters in portfolio screening for achieving better portfolio performance in terms of total return and volatility:

MyG&SQ™ calculates and graphically presents compounded annualized total returns of parent and screened portfolios. Portfolio return is that of an equal weight portfolio, rebalanced quarterly, and reset (rescreened) at user-defined retroactive frequency

Allows flexible export of relevant data points for computation of historical portfolio volatility of original versus screened portfolios

Saving and reuse of tested parameters for routine use; allows user to define unique parameter sets for: country, index, sector, industry group, combination of country, index and sector, combination of country, index and industry group or a custom portfolio

    MyG&SQ™ Portfolio Screener For Improved Portfolio Performance

  • For Portfolio Managers And Investment Analysts: Portfolio Screening To Improve Portfolio Performance
  • For ETF Manufacturers: Construction Of Benchmark Indexes For Sustainability Strategy Based ETFs
  • For Asset Owner Fiduciaries: Portfolio Screening To Improve Portfolio Performance, And Investment Manager Performance Review