Ryedale’s Performance and Risk Measurement Solution summarizes historical risk and return overlook, attributes performance to the managers’ stock selection or market timing skills, and calculates correlations between different assets.
Investment managers who manage index or multi-asset portfolios, passive or active.
Ryedale’s Performance and Risk Measurement Solution allows investment managers to:
Measure the historical risk and return of the portfolio, including key metrics like the Sharpe ratio.
Compare the portfolio performance against the benchmark.
Break down performance to segments including asset classes, industries, countries, currencies, credit ratings, duration and more.
Attribute performance to different management skills including stock selection, market timing or the combined effect.
Review the volatility of the portfolio or segments over time and calculate correlations between segments.
Produce performance reporting with tables and plots for the given time period.
Receive timely and accurate information on the performance of investment portfolios.
Monitor the progress towards set investment objectives.
Determine if external managers are managing to their promised style.
Contact us to learn more.
IBOR | Index Portfolio Management | Asset Allocation | Transition Management | ETF Basket Management | Compliance