Performance Measurement

In investment analysis, comparison enhances understanding. Our job is to help you understand so you can act with confidence. To help you compare your fund's performance to its benchmark and to other funds, we calculate and deliver timely and accurate information via a variety of reports and analytical tools. Daily and historical returns, analytical characteristics, attribution and detailed holdings information is available for a multitude of indexes for comparing your investment performance.

Compare Against Relevant Indices and Custom Benchmarks

In the modern investment world, an absolute performance number is not enough. A simple comparison to a benchmark is often needed and can help you assess how and why your investment performed the way it did. We offer information on thousands of market indexes in addition to supporting the calculation of custom benchmarks that meet your specific needs.

Compare Against Peers

Comparison against a peer group provides further clarity and market insight, especially with the large number of investment managers offering similar products. We provide universe benchmarks for peer performance of equity, fixed income, international, real estate, foundations, endowments, corporate and public funds. Universes cover broad and style performance as well as alternative investments, including hedge funds.

Risk Adjusted Measures

Understanding the level of risk taken to deliver your performance results is fundamental in the investment process and many key characteristics have been developed for such purposes. Today we support over 50 Modern Portfolio Theory and ex-post risk measures including commonly used measures such standard deviation, tracking error and information ratio along with multiple upside and downside ratios. These measures help compare and assess different asset classes as well as understand the level of risk taken by the managers employed.

Alternative Investments

Some asset classes require different forms of reporting. Working with a specialized vendor we can analyze and report performance on your private investments. A combination of partnership transaction and valuation data coupled with a powerful reporting package provides analysis to help you focus on your alternative investments.