A wide range of tools for analysing the performance of your investment portfolios.
The CACEIS offer covers the following services:
This service covers the production of a monthly Executive Report which provides an in-depth analysis of the Fund’s activities by risk segment formalized within one report. It gives a clear view of the actions to be taken by the Fund’s Directors/Conducting Officers.
We provided dedicated & personalized production of marketing fact sheets for asset management companies
Liquidity report and VAR calculation
- Liquidity report : 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
Reporting and performance analysis
- Via your OLIS web portal, you have a whole panoply 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
- Portfolio return calculations by comparing the performance of a fund to its benchmark over different time periods. To show how risk-taking is rewarded in terms of performance, we calculate ex-post risk indicators such as volatility, correlation, Sharpe ratio, information ratio, tracking error, alpha and beta
Performance contribution/attribution services cover
- The measurement and reporting of the performance of a portfolio
- Analysis of performance by contribution of each position and in comparison with the benchmark index, revealing the quality of management in terms of stock selection and sector allocation
- Attribution of performance includes measuring and reporting the performance of a portfolio as well as analyzing the contribution of each position held by a portfolio in its overall performance
Fund financial statements (Semi and/or Annual report, …)
CACEIS provides a full and comprehensive service in relation to specific legislation and regulatory reporting obligations the fund or investor may have in countries of domiciliation and/or distribution:
- Production of annual & semi-annual reports for investment funds including all information imposed by authorities of countries of distribution e.g. Portfolio Turnover Rate (PTR) and Total Expense Ratio (TER)
- Tax and fiscal reporting can be customized depending on the country of distribution and any specific requirement : Interim Profit Calculation, UK Distributor Status (for which we provide data in order to fulfil specific UK conditions), TIS calculation, OeKB reporting, German Tax
- Income and capital gains distributions, for which we can at any time, give you an estimation of the amount available for dividend distribution and which is confirmed after the year-end
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CACEIS offers you a comprehensive range of products and solutions. Discover our web and digital applications, as well as their principal features.