Performance Measurement, Attribution and Risk

Charles River IMS provides up-to-date performance measurement, attribution and performance risk analysis and enables GIPS compliance.

Clients can directly access all Charles River IMS return, contribution, attribution and risk data for each portfolio, for a variety of timeframes and user-defined classification levels. Clients can also perform backward looking performance analyses for any historical time period, on any account and any number of variables including weightings, contributions, returns, attribution effects, and risk.

Key Benefits

  • Select different methodologies 'on the fly' and recalculate results in real time
  • Eliminate the need for data consolidation across the components
  • Combine investment reference data with end-of-day warehouse and accounting data for analysis
  • View results in the Manager Workbench or via Web-enabled reports
  • Define and maintain composites with their underlying portfolios
  • Define footnotes for composite reporting
  • Create custom blended benchmarks to accurately reflect investment objectives and/or strategies

Advanced Capabilities

  • Methodology configuration at system, account or report levels
  • Daily security level performance roll up for any asset type to any level
  • Performance reporting in any currency
  • Daily attribution by asset style, including fixed incomeduration, convexity and spread effects
  • Ex-post risk measure calculations and reports
  • Fund of fund look-through