Portfolio & Total Fund Reporting
Comprehensive and highly customizable portfolio reporting across multiple asset classes.
- View combined reports about your portfolio, across all asset classes, with or without invested cash.
- Assign multi-level strategy and asset category identifiers, and many other tags for your holdings.
- Specify special handling of fixed-assets or other non-included assets.
Performance, Contribution, Attribution
Accurate and consistent performance and attribution analysis for your entire portfolio.
- Generate IRR, TWR, and Modified Dietz performance calculations.
- Define explicit and weighted benchmarks per fund, strategy or portfolio.
- Perform multi-factor attribution analysis, and multi-period contribution and attribution reporting.
Analytics & Statistics
Powerful risk and statistical calculations for sophisticated portfolio analysis.
- Generate returns-based analytics such as Sortino, Sharpe Ratio, Skewness, and more.
- Measure correlation to benchmarks and peers including Alpha, Beta, Correlation, R2, and more.
A single source of information about portfolio-weighted exposure as well as exposure attribution by manager.
- See Long/Short exposure by strategy, geography, industry, security type, market cap, and currency.
- See percent of portfolio exposure for FAS-157 levels, liquidity profile, portfolio duration, pricing quality, and investor composition.
- Define custom dimensions that can be organized in a limitless hierarchy.
Liquidity management that models complex manager redemption terms and accurately calculates redemption schedules, with and without fees.
- Define manager redemption terms of any complexity, including gates, various types of fees, multiple paths to redemption opportunities, and more.
- View notice and redemption calendars with many permutations of search options.
- See liquidity opportunity information throughout the product: when redeeming, when constructing what-if scenarios, when viewing manager and fund dashboards.
Valuation & Drift
Flexible valuation tracking and detailed price discrepancy reporting.
- Track daily and weekly estimates, month-end estimates and finals.
- Accommodate late prices for private equity and hedge funds.
- Generate price drift reports to understand the effect of valuation timing on your portfolio.