Performance Attribution
The Centerprise EP Performance Attribution module allows fund managers to monitor up-to-the-minute and historical performance of all relevant subsets of their portfolio, and to quantify outperformance attributable to a fund’s active management.
Key features:
- Tracking of P&L and contribution as a percent of NAV, for any dimension, in real time
- Drill down to trade history and historical quantity, price, portfolio weight, and P&L charts per holding
- Current and historical relative performance/alpha reporting
- Computation of Return on Invested Capital across all reporting dimensions
- Brinson method attribution analysis and client reporting across all reporting dimensions
- Ability to create unlimited custom classification hierarchies for contribution, ROIC, and Brinson reporting
- Select any date in the past to view snapshot as of that date; reset to current date to resume real-time reporting