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Useful Tips on Universes within Zephyr StyleADVISOR

Jul 29, 2015 John Regin

Here are some useful tips regarding the use of universes within Zephyr StyleADVISOR:

Viewing the contents of a universe: The contents of any universe can be viewed in a Zephyr StyleADVISOR workbook by choosing Edit\Analysis Parameters For Workbook.
From the Analysis Parameters window click on the Select Manager tab at the bottom of the screen.

Under Database, expand the option Blends\Universes\Style Basis. Open up Universes and check off the universe you wish to look at and the table below will populate with the contents of the universe. In the example below, I have selected to view the components of the “Morningstar Corporate Bond Universe."

 

Universes as a Saved Manager Group: The contents of a universe could be saved as a Manager Group and loaded into Zephyr StyleADVISOR for analysis in any of the many different charts and tables such as Manager Versus Benchmark. This is done by going to Analysis Parameters and clicking on Select Managers.



From the database dropdown, expand the option titled Blends\Universes\Style Basis.

Select your universe from the drop down menu. The managers that comprise the universe will populate the table. In the example below, I have selected the Morningstar Large Growth Universe. 

 

Click the + sign in the top left portion of the table and all managers will load into the active screen on the right then click OK.

From the Analysis Parameters window go to the bottom and click Save As to save the managers as a group. A Save As window will come up and allow you to save with a name. Do not save to a location as the file will be saved to a specified default file location. Below is an example of the Analysis Parameters window with the universe components loaded in and the Save As option located near the bottom of the page.



Create an equally weighted composite from your universe: Use the following steps to create an equally weighted composite index using the contents of a universe. This could then be used as a benchmark if desired or plugged into your analysis as a manager. In addition you can use this Scan table to filter the managers and export the components to Excel for presentation or future reference.

Begin by going to File\Task Wizard\ under Zephyr Defined task select Manager Search.

From the Manager Search window click on the tab “Select”.

From the Select Manager screen find your universe in the database drop down and once selected click on the + and the contents will move into the active window on the right. Click OK and continue by clicking Next, adding benchmark, Style, and Cash components and dates and frequency. After clicking on Finish, the result will be a Scan Manager Table (see below) showing all contents of the universe.



Highlight all the managers in the table, Right Click and select Save Managers as Equally- Weighted Composite. Assign a File name, the file type will be Indices (*.ind) but do not choose a location as there is a default location for all .ind files. Once created, the index can be found under Database\ Indexes\User Created Indices.

 

If there are any questions regarding the use of universes within Zephyr StyleADVISOR feel free to contact our support team by phone at (800) 789-5323 or by e-mail at support@styleadvisor.com.

 

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