As a module with LIBRIS Financial, Performance Attribution can be used as an integral part of LIBRIS Financial or as a standalone module implemented either locally, or as a cloud computing service, taking advantage of our UltraSecure data warehouse, multiple data feeds, secure web-portal and the processing capability of Libris Financial itself to bring to your browser, a sophisticated set of functionality to generate Performance Attribution Returns based entirely on the raw data you provide.
LF Performance Attribution allows you to create and maintain your own benchmarks, whether you choose to employ a real Index Benchmark or Composite Benchmark consisting of your own Investible Strategic Asset Allocations, LF Performance Attribution caters for specific benchmark analysis.
LF Performance Attribution can be tailored to your own method of calculation or can be set to achieve comparability within the industry by adhering to the GIPS standard calculation methods for underlying fund market values and attribution using;
o Arithmetic method or Geometric method
o Sub-period Linked Returns
Given that there is no one universal standard method for attribution, the calculation process can be customised to specific client requirements. Most clients opt for the simple Holdings Based Attribution method, either monthly or daily. That said, because LF Performance Attribution is fully customisable, any method, including transaction based, various linking formulae and sector level analysis can be accommodated if preferred.
An additional feature of the LIBRIS Financial Performance Attribution module is our ultrasecure web portal, providing a complete and comprehensive view on-line of all the financial data captured prior to attribution generation, including;
o Portfolio Market Values at any date
o Security Transaction History
o Cash Transaction History
o Income accruals
o Income receipts
o Fees and other expenses
o Benchmarks & Indexes
Paul Sinclair says of the release âThis is great addition to the LIBRIS Financial product range. The ability to provide Performance Attribution as a local or cloud computing service allows us to be more versatile in our product offering and leverages on our extensive experience in data migration and secure data managementâ