Multi-Asset Class Tracking

• Track daily trading activities for equities, fixed income, options and other derivatives.
• Track face and coupon values for fixed income.
• Track margin account balances and margin requirements.

• Record spot trades, currency forwards and futures using FX rates per fund and currency.
• Track cash accounts and other assets & liabilities in base or local currency.
• Generate detailed currency exposure reports.

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.
• Accomodate late prices for private equity and hedge funds.
• Generate price drift reports to understand the effect of valuation timing on your portfolio.

PORTFOLIO CONSTRUCTION

A portfolio planning tool that lets you build and analyze future investment scenarios based on accurate, current information.

• Create hypothetical scenarios using your most recent accounting and portfolio information.
• Recommend a scenario for the investment committee and initiate a workflow.
• Promote scenario trades into accounting and make them part of the live portfolio.

CASH MANAGEMENT

Multi-currency cash management including trade settlement, holdbacks, expenses and projections for future cash needs.

• Account for your funds operational costs, one-time or recurring.
• Track cash transactions and cash balances in every account, any currency.
• Use cash projection to see future cash positions, taking into account actual and recommended transactions.

COMPLIANCE REPORTING

Threshold-based compliance reports and alerts to keep you in-line with client mandates, regulatory restrictions, and self-imposed limits.

• Define guidelines and thresholds for any data set in your operations.
• Mix and match guidelines into report cards for specific funds, mandates, or workflows.
• Never miss a notice date, and never be caught unaware when your portfolio weights get away from your model!

See a Product Demonstration