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 equity 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 analyze 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