StatPro Seven
Attribution Analysis
StatPro's holdings and transaction based attribution
analysis module is an equity and fixed income attribution tool
measuring
- returns
- contributions to return and
- attribution effects
from security level to total fund level and everywhere in
between.
Equity attribution
By covering both arithmetic and geometric approaches to
performance attribution over any instrument or derivative, the tool
provides accurate results for the investment decision making
process.
Fixed income attribution
The software also provides yield curve based bond attribution
analytics allowing fixed income strategies to be mirrored in an
extremely flexible way. It decomposes returns, attribution effects
and bond risks in to more than 20 components. Read more
Comprehensive reporting functionality
Our module not only has the ability to reflect the management
process within the attribution but also gives clients a significant
marketing advantage by providing reports to clients and enhanced
expertise when facing Requests for Proposal.
Customisation
The simple to use interface of our attribution analysis tool
guides users through the creation of calculation parameters and
helps to define and analyse the investment process.
Hosted, cost effective solution
Our innovative hosting technology reduces clients’ IT efforts to
zero and significantly cuts down cost of ownership of our portfolio
analytics modules.
24 hour support
StatPro's stringent service level agreement is backed by a
global support team from the US West Coast to Sydney via London,
ensuring clients are never without help and their month end reports
are on time.
To learn more about our attribution software please
contact us
To download screenshots of our Attribution Analysis tool click
on the image on the left.