Windham Portfolio Advisor Support

Knowledge base to support the Windham Portfolio Advisor, a portfolio optimization and risk management platform for strategic asset allocation.
The Windham Portfolio Advisor®

The Windham Portfolio Advisor® is a technology platform for efficient portfolio construction and sophisticated risk management. It has been developed for the most sophisticated institutional investors - including plan sponsors, endowments, foundations, investment managers, investment consultants, and brokerage firms to make informed asset allocation decisions. The intuitive workflow makes performing complex analyses quick and easy. The graphical and reporting capabilities allow you to communicate financial concepts effectively. Highlights of the software platform includes

Capital Market Forecasting

  • Develop capital market assumptions for return, risk, and correlations using multiple risk models

  • Examine market behavior during periods of financial turbulence and quiescence

Portfolio Construction

  • Evaluate existing and proposed portfolios

  • Perform parametric multi-goal optimizations

  • Execute robust utility maximization with Full-Scale optimization

Risk Management

  • Evaluate probability of loss and value at risk over investment horizons

  • Measure likelihoods of under performances relative to a policy portfolio or benchmark

  • Estimate risk analytically or contrast results with empirical simulation methods

  • Stress test portfolios under various market models

Cash Flow Analysis

  • Generate projections of future portfolio value

  • Consider the effects of inflation and periodic contributions or withdrawals