Rev. Date May 3, 2021

Venn's analysis of your investments and their exposures is based upon your reported portfolio configuration. We therefore designed the portfolio allocation panel, available in any portfolio-level analysis, to give you a high degree of flexibility in tailoring Venn to your needs. The allocation panel is designed so you can edit and analyze portfolios “on the fly”.

Portfolio Structure

To start constructing your portfolio, select “ CREATE A NEW PORTFOLIO” from Quick Links on the left panel. Once you name your new portfolio, you will have the option to “Create new portfolio from…” any existing portfolio (such as the “Demo Portfolio”) or you can choose to “Create from scratch...”

Based on your organization’s portfolio structure, the allocation panel can have multiple strategies (layers), or it can have no strategies at all (flat structure). To add strategies, click on the ellipses “...” next to the portfolio name in the allocator panel and “Add a Strategy”. Once you’ve created and named your strategy, you can click on the ellipses next to it and “Add an Investment”. You can have multiple investments under a strategy. Make sure to add allocations to your investments.

You can have multiple strategies and sub-strategies. For example, in the Demo Portfolio there is a Fixed Income strategy with the following sub-strategies: “Core”, “Corporate”, “High Yield”, and “Inflation-Sensitive Bond”.

Each strategy can be analyzed in isolation or together with the rest of the hierarchy. In the image above, the entire portfolio is being analyzed, while below only the High Yield strategy is being analyzed.

The portfolio structure will update as you make changes on the fly. You can collapse/expand elements to ease navigation, and you can drag and drop investments from one strategy to another.

Add Benchmarks

Selecting any portfolio element will let you specify its benchmark in the analysis. Using the Demo Portfolio structure as an example, you can have separate benchmarks at the individual fund level, strategy level, and aggregate portfolio level.

  • You can pick among the indices, funds, or categories available in Venn, or you can upload a return stream to act as a custom benchmark.

  • You can also create a composite benchmark by assigning weights to various return series (e.g., 60% S&P 500 / 40% Bloomberg Barclays Global Aggregate). In a composite benchmark, you can also specify an excess return target over the underlying benchmark (e.g., S&P 500 + 3%)

This document highlights certain aspects of this feature. As an overview, it does not discuss all material facts or assumptions. Please see Important Disclosure and Disclaimer Information.

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