Security Level Attribution combines clear, concise reporting with powerful analytics while providing the cost and operational efficiencies of our full-service delivery. Sophisticated measurement capabilities enable you to tailor performance and attribution analysis to more accurately capture a manager’s decision-making process. Customised fund measurement options include:

• performance calculation methodologies
• portfolio segmentation definitions
• benchmarks
• more than 50 risk and return measures such as Jenson’s measure or alpha, Sharpe, Treynor, downside deviation, drawdown and recovery period

Fixed income analytics

A full-service solution designed to help measure and analyse the performance that is unique to fixed income portfolios. By exposing the specific source of generated returns it can assist not only in verifying just how closely a manager is adhering to the investment mandate, but also determine the risk/return payoff of the portfolio strategy.

Fixed Income Analytics utilises an advanced yield-curve approach in portfolio analysis which specifically allows for:

• an in-depth breakdown of returns, at daily and security level
• measurement of portfolio performance against any major index or even without a benchmark
• impact analysis of all relevant market factors -- performance of any portfolio can be decomposed into over 20 components
• detailed analysis, with full drill-down capability to segment and security level
• ability to customise report output, so analysis is aligned with your investment management process