Performance


Opturo Performance is exact and built upon daily, component-level, trade-inclusive, multi-currency returns for both longs and shorts, and notional products. The analytics incorporate corporate actions, overnight cash flows and tax reclaim to provide accurate weights and returns for performance reporting and attribution while resolving notorious difficulties arising from intra-day transactions.

The AMIRR process that Opturo employs for calculating the money-weighted “Internal Rate of Return” (IRR) of a portfolio or segment thereof, enhances and corrects standard IRR calculations, such as those employed by Excel. As such, it is an indispensable tool for any performance measurement process concerned with money weighted returns, including segment, sector and/or security level short positions. Download sample segment drill-down report and source data of our IRR Calculations.

Performance and attribution terms are carefully made economically meaningful, avoiding the all-too-common critical calculation problems endemic in popular competing platforms. Opturo Performance correctly calculates the component-level returns for any possible transaction combination of sales, purchases, flips and shorts. The return for every instrument has the same sign as its gain and is never below -100%. Opturo also offers Real-Time Performance, which enables users to monitor intraday performance and integrate 3rd party data into a single reporting interface. Also, Opturo Performance leverages unparalleled data transparency within the platform to provide Middle and Back Office professionals with the tools required to Support and Reconcile all performance data and calculations.

The Opturo Advantage


Precision

Opturo performance is built upon daily, component-level, multi-currency returns for both longs and shorts. It includes intraday transactions, corporate actions, overnight cash flows and tax reclaim to provide accurate weights and returns for performance reporting and attribution.

Universal Coverage

From plain vanilla exchange listed equities from around the globe, to the most esoteric OTC derivatives, Opturo covers all asset types. Illiquid assets such as private equity and timber can be assigned proxies using any custom logic. All alternative strategies, including the most advanced quantitative, are also supported.

Custom Benchmarks

Opturo’s enterprise data management affords clients the ability to deploy any kind of custom data requirement, including custom and blended benchmarks. Any specific business logic can be deployed to build, maintain and track any combination of benchmarks, whether they are for official or internal analytical/reporting purposes

Carve-out Performance

Clients may aggregate or carve-out any combination of funds and segments for analytical and reporting purposes. Opturo provides look-through capability up to 10 levels deep, and can decompose fund of funds down to the lowest level.

Accuracy

Opturo’s proprietary Follow the Money performance calculation methodology corrects the problems inherent to the various Modified Dietz methods. This allows clients to rely upon accurate performance calculations for any timeframe, including intraday when accounting for trading activity.

Derivatives and Leverage

The explosion in the use of derivatives in recent years presents many operational and analytical challenges. Opturo’s platform provides the industry’s most robust, flexible and accurate performance engine to address the needs of firms deploying leverage and/or involved with the most complex derivative securities.

Key Benefits


Implementation

Opturo’s various analytical solutions can be implemented in a fraction of the time of competing systems, as we leverage each client’s unique infrastructure. Data formatting, replication and synchronization issues can be minimized or eliminated with an Opturo implementation.

Meaningful Analytics

Gain a competitive advantage by deploying analytics which reflect your investment professionals’ actual decision making processes. Restrictive “black box” analytics can be a thing of the past when you use Opturo’s pioneering marriage of enterprise data management with innovative analytics.

Speed and Scalability

Opturo’s innovative architecture provides clients with a platform which can be scaled to meet the needs and scope of any project. Whether leveraging significant proprietary data infrastructure or going to the cloud, Opturo can help the largest enterprises address their big data challenges.

Advanced Reporting

Opturo offers clients the industry’s most robust suite of reporting and visualization tools. Transparent data and model calculations allow cascading time series drill-down visualization. Clients are provided the tools to create custom reports themselves, or they can leverage our professional staff to assist.

Flexible Customization

Is your infrastructure robust enough to meet the challenges and opportunities the future may present? Opturo offers our clients a modular platform which is inherently flexible and able to respond to emergent trends and requirements, whether it be for data management, reporting or analytical needs.

Cloud or Local Deployment

Opturo can be deployed in the cloud or within a client’s existing infrastructure. Opturo is agnostic and works with each client to insure a deployment that makes the most sense for each client’s business priorities, whether they are regulatory-driven or business model preference.