Performance Contribution Analysis
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