Performance Contribution Analysis


In investment management process, performance contribution analysis is an indispensable tool in determining the effectiveness of investment objectives. Performance analysis implementation causes headaches to portfolio managers and back-office administrators since it requires, from an accounting point of view, a transaction-level calculation of inflows and outflows of their investments.

Main Features

RiskValue™ offers transaction-level performance analysis to investment portfolios helping managers to interpret investment strategies and strengthen operational procedures.

  • Multiple return types (capital, income, base/local currency, gross or net of fees)      
  • Roll-up to any classification level and report to any time frame and currency
  • Decomposition of return to security and FX component
  • TTWR and TWR modified Dietz calculation run simultaneously for the same account
  • Fund-of-Funds and benchmarks look-through for in-depth performance analysis
  • Multi-manager performance tracking
  • Calculation of performance in group of portfolios and contribution to each portfolio
  • Extensive range of financial instruments are covered (from plain vanilla listed securities to OTC derivative and structured products)
  • Detailed maintenance of return figures for full audit trail