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

For Ex-post risk indicators

• › 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.