Investment Analytics

Performance


A strategic aspiration of Opturo is to provide the software and analytics to help transition performance, attribution and risk professionals out of the realm of compliance and become collaborative resources for portfolio managers and investment analysts. This process begins by providing a transparent platform which generates accurate performance calculations that will reconcile with accounting and custodial returns. Our precision and accuracy is universal and solves the various holes inherent with all modified Dietz and IRR methodologies.

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Attribution


Decision Attribution

Decision attribution can be performed using our advanced Brinson Fachler model, which focuses upon generating economically meaningful analysis to explain the impacts of controllable decisions on active alpha, gain and risk. User decision trees may be built on-the-fly using any customizable investment process to make sure that the attribution analysis is reflective of how capital is actually allocated by investment professionals.

Multi-Factor Attribution

Opturo offers Multi-factor attribution analysis, which can source any third-party factor model output. The system utilizes trade-inclusive weights and returns when taking ex-ante factor model output and applying it on an ex-post basis, which reconcile with accounting data.

Fixed Income Return Decomposition

Opturo offers both Fixed Income Return Decomposition analysis and Return Differentiation Attribution. Decomposition analyzes the impact of uncontrollable market developments, such as shifts in yield curves, on investment portfolios. Return Differentiation Attribution analyzes the active returns of selected fixed income characteristics relative to a selected benchmark.

Analyze Reports in Excel, PDF, and Web-based Interactive Formats



Composite Management


Opturo has developed VICAP, a comprehensive, multi-currency rapid deployment solution designed to provide a complete composite performance & assets reporting platform for achieving and maintaining GIPS® compliance. VICAP is available through Opturo's on-site as well Cloud Hosted deployments. Both deployments leverage the VIA platform to offer the most comprehensive, flexible and cost effective composite creation-maintenance-reporting solution. VICAP puts GIPS® compliance within the reach of any firm.

VICAP has been leveraged to enable clients to become compliant quickly and cost effectively. This “out-of-the-box” solution can get clients on the road to compliance in less than a day. The product is specifically designed to integrate with all third-party and in-house accounting/books & records systems and custodian data files.

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Return & Risk Analytics


Ex-Post Return and Risk Analytics

Opturo provides Ex-Post Return and Risk Analytics, which can be housed on-site through its desktop and server-based deployments or hosted through Opturo Cloud Hosting. It can be used to compares multiple funds versus a benchmark and allows analysis of return streams from most data sources, including relational databases, Text, Excel and proprietary sources (e.g. Fame®). It has the design flexibility to decompose and analyze the portfolio returns thus, providing important answers to both the firm and its investors.

Ex-Ante Risk Analytics

Opturo’s Risk Assessment plug and play module can perform detailed risk analysis using multiple third party or in-house factor based risk models. The risk models used can be fully integrated within the Opturo platform. Users can analyze risk characteristics of a fund at a point-in-time or a time-series risk assessment; decompose changes in risk due to trade and model impact, and use trade weights and returns for back testing