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Financial Reporting

A wide range of tools for analysing the performance of your investment portfolios.

The CACEIS offer covers the following services: 

Executive report

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.

Marketing factsheet

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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Important information – CACEIS’ corporate identity is currently being used to sell fraudulent offer relating to placements or investments. CACEIS has nothing to do with such offers, please be vigilant and avoid becoming the victim of this type of fraud. You can consult blacklists and alerts from authorities on the ABEIS website.