Performance measurement
The "performance measurement" module is a calculation tool for all the performance/risk indicators, based on multiple frequencies, currencies, shares classes and gross and net of management fees.
Main Features:
For calculating performance indicators
- › Multi-frequency calculations
- › Multi-currency calculations
- › Multi-share calculations
- › Several performance calculations: IRR (Internal Rate
of Return) , Time Weighted Return (Modified Dietz) - › Gross/Net of fees
- › Cumulative and annualized performance
- › Volatility, Alpha, Beta, Sharpe Ratio, Treynor Ratio, Correlation, Systematic and Specific Risk, Tracking error, Information Ratio, etc.
The "Performance measurement" module provides customisation possibilities and presentation specific to the BI-SAM Reporting Suite.
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