SOLUTIONS

Performance Attribution

Investment performance attribution calculations based on allocation and selection effects

Performance attribution analysis software to maximize portfolio ROI

Optimize asset performance by measuring efficiency based on allocation and selection effects, using GIPS-compliant and industry-standard methods. With Allvue’s performance attribution software, you can get a better view of overall ROI and increase the consistency of your investment strategy. Offered only with our Investment Accounting solution for your portfolio performance attribution needs.

With Allvue’s solution, you can enhance your investment performance attribution process for high level supervision of investments at lot level. 

With seamless integration with our Front Office solution and third-party systems you will:

  • Have a clearer understanding of data gaps, preventing inaccuracies
  • Be able to handle loan nuances in a way that traditional systems cannot 
  • Speed up analysis through multi layered data sets

Features & Benefits

Handle loan nuances, including paydowns before settlement, unfunded positions and other activities not handled by traditional attribution systems

Automatically highlight data gaps that would cause inaccuracies in return calculations

Geometrically link returns in real-time to allow custom date range or period analysis

Compare composites and indices across any number of dimensions

Access out-of-the-box support for slicing by asset, issuer, strategy, asset class, Moody’s/S&P industry & rating, and country

Calculate daily hedged and unhedged performance for any investment grouping

Our Technology

As an extremely flexible workflow and rules engine built using the .Net framework, Allvue’s Credit platform excels at communicating with other systems and technologies, storing and operating upon disparate data within its abstracted security master and data warehouse, and automating the workflow and bespoke processes that add operating efficiency and reduce risk.

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