solutions

Performance measurement

B-One’s Performance Measurement module helps you centralise your performance measurement process with a single, award-winning performance measurement solution. Leveraging the power of the BI-SAM Data Repository, the Performance Measurement module leverages a single, consolidated data source to help address data consistency across virtually any type of investment portfolio.

B-One’s Performance Measurement module helps you

  • Perform a full range of performance measurement and risk return ratio calculations on both mutual funds and institutional portfolios
  • Execute performance measurement calculations and results in a timely manner
  • Gain on-demand access to analysed results for easy access to accurate, relevant performance data

 

Key features

  • Support for mutual funds and institutional portfolios
  • Access performance results and statistics across:
    • Any currency
    • Every type of benchmark
    • Any time period
    • Multi-share classes
  • Access to key overall indicators by market and company activity, including:
    • Total returns, such as external performance, Modified Dietz return, gross and net returns
    • Return statistics, including min/max elementary return, average return, cumulated return and more
    • Standard statistics, such as alpha, beta, volatility and correlation
    • Standard ratios, including Sharpe, Treynor, Jensen and more
    • VaR indicators, including C-VaR, parametric VaR and Cornish-Fisher VaR
    • Hedge fund statistics and ratios
    • Drawdown indicators, such as drawdown, max drawdown, drawdown delay and max loss
    • Gross returns

 

Total return and statistics results
Total return and statistics results
Total return and Statistics results
Total return and Statistics results
Total return and statistics charts
Total return and statistics charts
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