Performance Measurement and Attribution
Take second-guessing out of the equation.
Imagine running 3-years' attribution on a daily basis in less than a minute and having the results of your attribution actually align with your official performance numbers.
Kuberre Systems delivers the world’s fastest and most comprehensive Performance Measurement and Attribution System with practically no limits - All Instruments, Transaction based, Nesting features, Long/Short, Derivatives, Multi-Currency and more.
Without intra-day transactions, it is impossible to calculate the most accurate active return differential from a benchmark. This is the problem with most of the systems offered in the market.
By adding the daily transactions option, Kuberre Systems will bring your performance attribution returns closer to your official portfolio performance numbers. This can help you to more effectively manage your active return, and improve the accuracy of your client reporting.
Features
Efficiency
- While other systems struggle to provide reports for a long date range in minutes, Kuberre's system produces results in seconds, despite calculating and linking returns on a daily basis.
Flexibility
- We will integrate our performance attribution module with any (and any number of) trading and accounting systems. The code and calculation methodology is yours to modify. You can add new criteria, new reports, or other new features. For example, the default smoothing algorithm that is used to eliminate the residual effect of stock selection, allocation, and interaction contributions due to compounding can be changed simply to your preferred algorithm.
- Our product works for regular long portfolios and for long-short portfolios and hedge funds.
Scalability
- Whether you run attribution on-demand or you have a pre-defined schedule for running high volumes of attribution reports on a monthly or quarterly basis, our system accommodates your needs. Our core engine is written to work both in batch and interactive mode, generating one or dozens of reports on a timely basis.
Accuracy
- Our performance attribution is transaction-based — yielding the most accurate results. We calculate attribution characteristics for a date range by compounding individual day's returns that take into account intra-day transactions.
- We handle all types of securities traded in the market, not just equities. Our attribution also includes fixed income instruments, options, futures, and other derivatives.
Take the Next Step
Kuberre's Performance Measurement and Attribution System is part of our complete framework of custom solutions for the Investment Management enterprise. To learn more about how we can tailor our solutions specifically to your business, please contact us.