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The Barra Aegis System is the most comprehensive suite of equity portfolio analytics and decision support tools available.
We are pleased to announce the availability of Aegis 4.2, which includes the new Barra Global Equity Model, GEM2. The global multi-factor model is an investment decision support tool and helps fund managers to construct and manage international equity models. See quick facts on the model and data.
Enhancements for Aegis 4.2 include:
Portfolio Manager
We adjusted existing reports and added new reports as needed to account for the new factor structure in GEM2, consisting of five factor blocks: World Equity, Currencies, Countries, Industries, and Styles. It includes 8 style factors, 34 industry factors, 55 country factors, 44 currency factors, and one world equity factor.
Performance Analyst
We made daily and monthly performance attribution available for the new Global Equity Model, GEM2. New views were introduced into the performance attribution scheme to better reflect investors' views on global equity markets as well as their investment process. We added flexibility to the attribution tree, allowing you to choose between a direct allocation to the model's factors, or a hybrid model with a region allocation or sector allocation layer. See Performance Attribution in Aegis 4.2 using GEM2.
Model Conversion Utility
The model conversion utility helps you to convert existing GEM-related data such as portfolios, databases, attribution data sources, etc. into the new model, GEM2. To facilitate this process, we added new conversion types for user data and strategy files. See the Aegis Getting Started Guide.
Aegis Connect
We added capability to import user data contained within a spreadsheet into Aegis. The tool can be used with all models in Aegis, including GEM2. The following types of data can be imported to Aegis via Aegis Connect: user data (both numeric and text), user industries, user prices/capitalizations, options. See Aegis Connect New Feature Guide.
