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.
- 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:
- Compound Return
- Cumulative Value
- Information Ratio
- Jensen’s Alpha
- 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.
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.