Virtual Investment Analytics (VIA) is an extremely flexible and comprehensive, cross-industry data management solution, that provides dramatic improvement, automation and oversight to the productivity, efficiency and quality of the data dependent business processes.  

The VIA: Ex-Post Performance Analytics is a plug & play ex-post performance analytics system.  This module is used to perform ex-post return and risk characteristics analysis for a given stream of returns.

For a given return stream of fund, benchmark, and market, the system calculates ex-post performance and risk analytics.

Detailed Ex-Post Risk Analysis offers a wide range of risk and return measures:

• Risk-adjusted return
• Alpha, Tracking Error, Beta, Batting average and Drawdown

 

THE OPTURO ADVANTAGE

• Performance Reporting: Provides the platform for building detailed Composite and Portfolio performance reports.
• Multi-Period Return Analysis: Supports daily, monthly and annual return streams.
• Market Definition: Support for the definition of an additional return stream for Beta analytics.
• Plug & Play Implementation: Innovative architecture offers the rapid deployment of the system while significantly reducing the implementation time and cost.
• Customization: Open system design allows unparallel customization including custom reporting.
• Automation: Provides the platform to automate the performance reporting.

 

KEY BENETFITS

• Fast & Efficient Analysis: Optimized low latency attribution engine for rapid generation of reports.
• Batch Reporting: Generate analytics on thousands of funds.
• Fund Performance Comparison: Generate analytics on multiple funds against a single benchmark and market.  Allows side-by-side comparison of fund performance and risk characteristics.  Useful functionality for the quantitative modeling process to compare multiple optimization outputs.
• Custom Reporting: Option to generate customized reports in various output formats including PDF, HTML, Excel and Word.