PARS

Performance Analysis & Reporting System

PARS is a stand alone solution supporting GIPS, performance analysis, risk analysis and module performance. The software is designed for high data volumes and is incorporating a configurable interface.

PARS is equipped with a reporting system for official reports and an ad-hoc reporting system.
 

Highlights

• Supporting GIPS 2010 compliant reporting
• True Time Weighted and Modifi ed Dietz Calculations
• Calculation of Risk Measures (Tracking Error, Sharp Ratio, Information Ratio, Value at Risk, Jensen Alpha Beta, Correlation, Downside Risk, Dispersion, Volatility, …)
• Investment Process Performance (e.g. Benchmarks, TAAs, Templates, Model Portfolios, …)
• Module Performance
• Contribution and Attribution including unbundling
• Rule based portfolio allocation
• Supporting GIPS compliant audit trail