Consolidated Investment Fund Reporting
Intuitive and contextualised portfolio insight
Greater transparency is now achievable through consolidated investment platforms. Position-level data collected can become an extremely rich source of information. Leveraging transparency to gain greater portfolio insight necessitates a robust and flexible infrastructure.
A "one-size-fits-all" approach to analytics may result in unnecessary complexity for some fiduciaries or fail to highlight key data and risk factors which are critical to other investment teams. Customising reporting formats to the needs of each investment team and fiduciary is essential to facilitating investment decision-making, portfolio monitoring and oversight, and reporting to plans participants. Data should be easy to interpret at multiple levels of abstraction and investment teams and fiduciaries should be able to drill-down into underlying data to investigate causal factors.
Our reporting provides meaningful, sophisticated and intuitive reporting on performance and risk analytics, including:
- Assets overview: flexible reporting for monitoring exposures by counterparty, currency, market sector, etc.;
- Position-level detail: granular breakdown of the funds' assets with post trade compliance tools;
- Cash: reporting of cash balances by custodian and by currency as well as tools for cash forecasting;
- Performance: customisable performance calculations across time horizons, performance contributions, performance attributions and performance comparisons against pre-defined or custom benchmarks;
- Risk: reporting of standard deviation, risk adjusted returns, value at risk, what-if scenarios, factor analysis and correlation analysis at multiple levels of abstraction (e.g. fund level, asset class level, strategy level);
- Fee monitoring and transparency: investment fee transparency, fee comparison and mandate compliance monitoring; and
- Specific views of asset classes: custom views for asset classes which capture the nuances of each instrument type.