Performance and Analysis

• International standard investment performance measurement - consistent with AIMR Global Investment Performance Standards (GIPS).
• Calculation methodology -
  • Simple Return
  • Time Weighted - Dietz
  • Time Weighted - Modified Dietz
  • Time Weighted - Daily valuation
  • Time Weighted - Modified IRR
• Geometric linking of time periods consistent with AIMR GIPS standards.
• Calculate returns before and after management fees and expenses.
• Calculate returns before and after tax according to AIMR after tax provisions.
• Performance by asset class, security type, industry sectors and individual security.
• Composite aggregate performance at account, family group, advisor and corporate level consistent with AIMR GIPS.
• Options for individual account specific multiple performance benchmarks including blended custom benchmarks with specific weightings.
• Risk and Risk Adjusted Performance Measurement - Standard Deviation, Sharpe Ratio, R-squared, Alpha, Beta, Treynor Ratio.
• Batch calculation or on the fly calculation, flexible reporting for any specified period.