Performance measurement, analysis and attribution

Our expertise in calculating financial asset values enables us to offer asset management firms new high value-added services. Our aim is to provide asset managers with internal tools to assist with decision making and objective criteria to communicate with their own clients about their management performance.

Quantifying performance and comparing it to benchmarks

Performance measurement statements are used to visualise and compare NAV to benchmark curves over a given lapse of time, as well as to calculate basic risk indicators (volatility, Sharpe ratio, tracking error, etc.). They are based on NAV history, benchmark price history and the risk-free rate.

Understanding performance on the basis of one or more objective criteria

Performance analysis statements offer access to the respective positions of the portfolio and its benchmark, on the basis of one or more selected criteria. They are based on detailed knowledge of the composition of the portfolio and the benchmark. In some cases, comparisons make reference to non-accounting information, such as economic sector, rating, sensitivity and other factors.

Presenting and commenting performance

Performance analysis statements break down the observed results on the basis of one or several criteria, depending on the asset class and the investment management process.

They are based on the identification of individual factors that contribute to performance and result from initial positions and the transactions completed over the period under consideration.

These statements are particularly useful for presenting and commenting on investment results for investors.

Information that is collected and centralised by us predisposes SGSS to provide performance measurement, analysis and attribution for equity, fixed income and balanced portfolios.