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
  • Report performance in any currency

Portfolio and Risk Partner Ecosystem

Webinars: Focusing on Portfolio Management & Risk Analytics

Portfolio, Risk & Attribution Workflows for Munis Leveraging MSCI Analytics

A discussion and demonstrate portfolio and risk workflows in Charles River IMS using the MSCI Municipal Bond Factor Model.

Leveraging Qontigo’s Axioma MAC Risk Model in Charles River

A discussion and demo on MAC portfolio and risk workflows in Charles River IMS using sample excerpts from the Axioma MAC Factor Risk Model.

Applying MSCI’s Fixed Income Performance Attribution in Charles River

Charles River and MSCI discuss and demo applications of MSCI’s Fixed Income Performance Attribution model in Charles River.

Using Axioma Risk Analytics for Scenario Analysis

A demo of scenario analysis in Charles River IMS using Axioma to Understand the impact of rate hikes, currency moves and other factors on portfolios. 

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Looking for a Unified Portfolio & Risk Analytics Solution?

Looking for a Unified Portfolio & Risk Analytics Solution?

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