Drakkar SAA Engine | Strategic Asset Allocation - Mezza AI
DRAKKAR PLATFORM

Strategic Asset Allocation Engine

Optimize your portfolio allocation with advanced algorithms, real-time risk monitoring, and AI-driven regime detection. Built for institutional investors who demand precision.

DRAKKAR SAA ENGINE
Status: Active
Environment: Production Model: Black-Litterman v3.2 Build 2.4.1

Allocation Constraints

Total Allocation

Portfolio Metrics

Expected Return
Volatility
Sharpe Ratio
Sortino Ratio
Max Drawdown
VaR (95%)
CVaR (95%)

Efficient Frontier Analysis

◆ Optimal Portfolio ★ Current Allocation ● Frontier Points

Risk Decomposition

Total Portfolio Risk

AI Regime Analysis

AI-Powered
Current Market Regime
Confidence:
3-Month Regime Forecast
Bull Neutral Bear
AI Recommendation

Optimization Engine

Model
Objective

Scenario Analysis & Stress Testing

Scenario Portfolio Benchmark Relative
Historical Drawdowns (2020-2023)
Status: Model converged | iterations | <ms latency | Last update:
Data: Bloomberg | Region: Global | Currency: USD

Key SAA Engine Features

AI-Powered Regime Detection

Real-time market regime identification with dynamic correlation analysis and predictive transition modeling for adaptive allocation strategies.

Multi-Constraint Optimization

Black-Litterman, Mean-Variance, and CVaR models with custom constraint builder and real-time violation alerts.

Dynamic Risk Budgeting

Risk parity and factor decomposition with real-time VaR, stress testing, and regime-aware risk allocation.

Factor-Based Allocation

Multi-factor model integration with Value, Momentum, Quality, and Size factors plus custom factor construction tools.

Scenario Analysis Engine

Monte Carlo simulation with 10,000+ scenarios, historical stress testing, and custom scenario builder for comprehensive risk assessment.

Performance Attribution

Brinson attribution analysis with factor contribution decomposition and risk-adjusted return attribution for deep performance insights.

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