Performance and risk analysis
Analyze the performance of your funds, while monitoring the risks
Via your OLIS web gateway, you will have a complete range of analysis tools: measurement of your performance, analysis of the distribution of your assets, contribution analysis, breakdown of your performance by asset, analysis of all types of fixed income.
CACEIS has also established a team dedicated to risk analysis for specific monitoring based on your investment strategies. We can also simulate regularly different stress tests covering your funds.
Finally, we can set up specific reports covering the analysis of your performance and risk to meet your specific needs, your colours and logos. Don’t hesitate to talk to us to learn more.
«We can offer an analysis of your performance and simulate different stress test scenarios»
Valéry Théry - Group Product Manager
This service covers the production of a monthly Executive Report which provides an in-depth analysis of the Fund’s activities by risk segment formalised within one report. It gives a clear view of the actions to be taken by the Fund’s Directors/Conducting Officers.
We provided dedicated & personalised production of marketing fact sheets for asset management companies
Liquidity report and VAR calculation
The "Liquidity Scores Report" provides the liquidity risk overview of portfolio, a liquidity score and other liquidity measures under specific market and redemption scenarios.
VAR CALCULATION & ASSOCIATED SERVICES (APPLICABLE TO COMPLEX PORTFOLIO)
For sophisticated funds with complex instruments and strategies, we compute Value-at-Risk (VaR) and simulate stress-tests and back-testing which are the building blocks of an appropriate risk management system.
All methodologies are available: Parametric, Historical Simulation, or Monte-Carlo simulation
Performance measurement and attribution
Portfolio return calculations comparing a fund’s performance to its benchmark over various time-periods. To illustrate how risk is rewarded in terms of performance we compute ex-post risk indicators such as volatility, correlation, Sharpe ratio, Information ratio, tracking error, alpha and beta
The Performance Contribution covers the measurement and reporting of a portfolios performance, analysing how each holding in a portfolio contributed to the overall performance of the portfolio.
The Performance Attribution services covers the measurement and reporting of a portfolio’s performance, analysing the performance by contribution of a holding and in respect of a benchmark, highlighting the quality of a manager in terms of securities selection and sector allocation.