Calculate, measure and attribute portfolio returns
Performance analytics available in Misys Sophis VALUE™ provide an easy way to calculate and attribute portfolio returns. Composite performance can be calculated on any period from daily time weighted returns and aggregated by any break down criteria from top portfolio level to position level. Performance contributions, risk indicators and risk adjusted returns can be calculated on a cross asset portfolio, including derivatives.
Key Benefits
- Integrated into a front-to-back solution, utilises the same data used by the portfolio and risk managers. No data reconciliation is necessary to use figures for performance calculation.
- Performance contributions.
- Drill down from top level to position level.
- Computation of segment contributions (by country, sector or strategy).
- Split instrument performance / Forex performance.
- Time weighted calculation methodology compliant with GIPS guidelines.
- Breakdown of the portfolio and the benchmark into segments using user-defined criteria.
- Functionality benefiting from native reporting features available in VALUE.
Learn more about our asset class coverage
