Performance Measurement & Attribution

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Charles River IMS provides performance measurement, attribution and performance risk analysis and enables GIPS compliance.

Clients can directly access all 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
Designed to reduce 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
Attribute performance by asset style, including fixed income duration, convexity, and spread effects
Report performance in any currency