Investment Performance
Accurate, scalable investment performance analytics.
APIs and applications to rapidly calculate performance on all your funds and benchmarks.
Product Features
- Accurate transaction-based performance at all portfolio levels through time
- Bolt-on peformance reporting engine or our ODIN cloud hosted platform
- Security-level performance which enables attribution analytics
- Automated batched reporting that can scale to 100,000+ funds & benchmarks
Our cloud-hosted solutions powered by AWS
On-site bolt-on analytics & data management
APIs for our analytical engines
Component Level
ODIN Performance can accurately calculate performance to the lowest level your data will allow, which in many cases is the security level. This enables firms to leverage our robust Attribution analytics by comparing security-level fund information with a selected benchmark. However, things like fund of funds structures, portfolios of ETF’s and other bundled instruments like futures, swaps, etc., all may constitute your "lowest level". When you have transaction data, ODIN Performance can provide you with truly accurate performance at your lowest component level, which will reconcile at the rollup segment and portfolio level. And when trade data is not supplied, ODIN can provide the appropriate buy and hold results.
Portfolio Level
Perhaps your requirements and/or data availability are strictly at the portfolio level? ODIN Performance also offers the tools necessary to address this more simplified analytical use case. ODIN even uniquely avoids nonsensical IRR results in which the market value of a total portfolio implied by other systems is mistakenly and misleadingly made negative. Data can be aggregated to compare return and ex-post risk statistics across multiple portfolios using TWR and/or IRR calculation methodologies, and reported compared to selected benchmarks.
How do clients use our Performance products?
Asset Managers
In this era of increased use of index-linked passive investing, asset managers are under significant pressure to explain their performance. An important first step is to have access to performance analytics which are accurate and truly reflect the economic reality of how your strategy(s) are being managed. This requires a system which is robust in both analytics and data management, and can handle today’s complex world of derivatives and algorithms. ODIN Performance can provide your firm, in conjunction with our Activ Attribution, with a comprehensive platform to meet your needs – regardless of your strategies and methodologies. You should never have to enter a meeting with an investor while being worried whether your analytics reports have the same performance figures as your published returns!
