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StatPro Performance & Attribution Description
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StatPro Performance & Attribution (SPA) is a versatile portfolio analysis, performance measurement and attribution tool.
It allows the user to decide what level of analysis to perform for each portfolio and provides the necessary reporting to communicate the impact of the investment decision making process.
Transaction based analysis SPA uses holdings and transaction data in order to calculate accurate returns that will match the accounting data.
Security level analysis on portfolios and indices SPA calculates security level performance, compares the portfolio positions to the benchmark and performs attribution at all levels of detail from security upwards.
Daily calculations & performance Calculations can be supplied for any periodicity (quarterly, monthly weekly or daily). The periodicity can also be different for each account and can change through time.
Data reconciliation SPA performs several checks on the data both during import and before reports are produced. These checks reconcile both holdings and cash period by period. A report is also generated of all securities that fall outside of a user defined tolerance range.
Multiple interface functionality SPA easily interfaces to multiple accounting and market data systems. This simplifies the process of extracting data and calculating returns and significantly reduces the likelihood of error.
State of the art reporting With a wide range of reports and very flexible report writing capabilities, SPA is an efficient and cost effective performance tool.
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