The ability to produce a GIPS-compliant presentation of performance reporting, along with a wide range of securities covered, interfaces with custodians and ease of use are some of the features of the Portfolio module which make portfolio accounting, management and reporting tasks completion faster, easier and more accurate.
Equities
Derivatives: Options, Futures, Sec. 1256 contracts, Spot FX, Forwards, Forex, Contract For Difference(CFD),
Credit Default Swap (CDS), Interest Rate Swap (IRS).
Fixed income: Bonds, Time Deposits, Mortgages, Collaterized Mortgage Obligations (CMO), Loans, Mezzanine Loans, REPO, Convertibles, Real Estate, Structured Products, Aircrafts, Collaterized Debt Obligation (CDO), Franchise, Home Equity.
Automatic calculation of accrued interest, accretion and amortization.
Funds: Mutual Funds, Funds/Partnerships (with tracking of gain/loss items from K-1s), Private Equity, Master-Feeder structures and more.
Currency
- New instruments can be added per customer request
- FIFO, LIFO, specific tax lot, Maximum/Minimum gain, average cost accounting.
- Download account transactions from multiple brokers and banks. New brokers/custodians imports can be added by us or user.
- Reconcile portfolio & cash with brokers automatically.
- File Import Wizard and Import Template Manager for importing downloadable broker/custodian files (Excel, CSV, XML, Quicken QFX, OFX)
- Over 40 standard reports & charts on any date or date range.
- Cross-fund aggregate reporting (if you are a manager or administrator of multiple funds)
- Possibility to open several reports for different funds simultaneously, without switching between funds.
- Save reports to HTML, Excel, PDF, XML; charts to GIF files, for email or web sites.
- Create integrated custom reports in MS Excel or in a third-party package supporting ODBC, like Microsoft® Access or Crystal Reports®.
- Multi-language capability let you report in any language to the partners.
Easy to set up a new language.
- View total or annualized rate of return for a sector, instrument, portfolio, investor, broker account, etc on a chart or report.
- Internal Rate of Return (IRR), Time Weighted Return (TWR), Simple Rate of Return, Flat Simple Rate of Return.
- Compare performance against specified indices (standard or custom).
- Performance by industries, strategies, geography and any other user-definable sectors.
- Portfolio statistics: standard deviation, Sharpe ratio, Sortino, Corellation, Alpha, Beta, Treynor, Composite monthly return, etc.
- Define base currency and local currencies for an instrument and/or broker/custodian. Track
valuations and cash flows in the currency of related instrument.
- Set individual exchange rate for each trade, or for the fund as a whole. Multiple exchange rates for same date.
- Track Market gain and FX gain separately.
- Amounts are tracked both in local and base currencies, in General Ledger.
- Load Exchange rates from custom sources
- Add new instruments, reports and charts.
- Development of any feature can be accelerated per customer's request.
