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.

Portfolio Exposure

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 Analysis

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.

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