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The true measure of portfolio management is performance. A broad range of performance measurement
and attribution tools and reports is essential in any sophisticated management system.
The goal of performance attribution is to provide you with a comprehensive view of your portfolio's
structure and sources of return so that you can better manage your investment portfolios and report
the results of your investment decisions to your clients. All performance attribution systems can
compute total performance, but how many are able to satisfy the great variety of performance needs
and requirements that can arise from your clients, managers, and marketing teams.
- Your clients require
- a five year performance report expressed in domestic currency
- a statement showing value-added return due to investment strategy
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- Your marketing team needs
- a three year report on Pacific emerging market investments
- a composite performance report in compliance with GIPS
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- Your investment director wants to see
- the monthly performance of his managers and analysts
- overall return by asset weighting and by hedging
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- Your equity manager requires reports on
- returns by p/e and cap weight
- returns by currency, country weighting, and issue selection
- the top performing securities daily and weekly
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- Your fixed income manager wants reports showing
- returns by quality rating and yield
- returns by duration for British Pound investments
Base-Two's performance attribution system PAS satisfies all of these
needs quickly and accurately. With PAS you can compute and report performance
as frequently as daily on both the portfolio level and on sublevels.
The possible levels include currency, country, asset class, stock selection, sector, region,
maturity, duration, user-defined attributes, and individual security. PAS
is fully compliant with GIPS and can be seamlessly linked to your
accounting system.

© Copyright 1998-2007, Base-Two Investment Systems, Inc. All rights reserved.
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