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 / 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: