Performance Analytics

As portfolios have diversified, the metrics and processes needed to measure their investment performance have broadened as well.   Fund investments require a new depth of analysis to address their complexity and asymmetric return distributions.  They need to be evaluated for both absolute and relative performance, and assessed against a range of indexes, peers or other investments that share similar strategies.   This calls for a comprehensive investment database to identify comparables as well as a series of benchmarks against which to evaluate returns.   Most importantly, performing in-depth quantitative analysis requires a broad range of risk and return statistics, including compound return, standard deviation, Sharpe ratio, Omega ratio, downside deviation, correlation, alpha, beta and more.

PerTrac products for your needs: