Total return & statistics

B-One Total return & statistics module helps you to

1. Be able to provide a full range of performance and risk return ratio calculations on both mutual funds and institutional portfolios
2. Provide all calculations and results in a timely manner
3. Be able to extract analysed results for a relevant interpretation

Key features

1. Access to key overall indicators on the market and the company’s activity:
   1. Total returns (External performance, Modified Dietz return, Gross and Net returns…)
   2. Return statistics (Min/Max elementary return, Average return, Cumulated return…)
   3. Standard statistics (Alpha, Beta, Volatility, Correlation…)
   4. Standard ratios (Sharpe ratio, Treynor ratio, Jensen alpha…)
   5. VaR indicators (C-VaR, parametric VaR, Cornish-Fisher VaR)
   6. Hedge Funds statistics and ratios
   7. Drawdown indicators (Drawdown, Max drawdown, Drawdown delay, Max loss…)
   8. Gross returns
2. The module is perfectly designed for mutual funds and institutional portfolios and can provide results and statistics for any currency, type of benchmark, period or for multi share classes

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