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

Partner Ecosystem

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Want More? Read our Thought Leadership Viewpoint Articles

Viewpoints: The Convergence of Buy-Side Risk and Performance Solutions
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