Fund Analytics

pControl Fund Analytics is designed to deliver simple point and click charting and statistics generation for unitised fund products, benchmarks and currencies.

Fund Analytics integrates with NAV Oversight, NAV / Unit Pricing and NAV Control to use the returns for unitised funds and benchmarks in statistical calculations that highlight their performance and risk profile.

pControl’s on-screen charting delivers the results of statistical calculations and provides a comparison of fund returns to benchmark returns. This allows users to control chart appearance, including calculation date range, periodicity, formatting and undertake performance comparison between funds.

Features

  • Standard charts are generated on demand, with user control over appearance and formatting.
  • Chart input series can be daily fund rates of return or daily unit prices, or benchmark rates of return or imported index values. Input series are sourced from NAV / Unit Pricing or Market Data Validations.
  • Charting options include:
    • Bar, line or point charts
    • Choice of primary and multiple secondary input series
    • Titles and title formats
    • Standard periodicity of 3m ,6m 3y, 5y, and 10y as well as user selectable start and end date ranges
    • Choice of calculation types, both statistical and price based performance
  • Supported statistics calculations include:
    • Beta
    • Compound Return
    • Correlation
    • Cumulative Value
    • Information Ratio
    • Jensen’s Alpha
    • R-Squared
    • Sharpe Ratio
    • Standard Deviation
  • Automated statistics processing can be scheduled and statistical results can be exported to other processes or applications.
  • Full audit trail of all calculation activity allows for review by all stakeholders and auditors.

Processing

Fund Analytics is fully integrated within the NAV / Unit Pricing or NAV Control end-to-end control frameworks and delivers on-demand charting for end users.

The NAV / Unit Pricing and NAV Control end-to-end control frameworks standard process templates deliver a known end-state with defined target metrics. This simplifies client re-engineering decisions and ensures a predictable time-line to benefits.

Solutions

The Fund Analytics capability is included within the following solutions: