Introducing Charles River Performance
Charles River Performance is the new performance measurement, attribution and performance risk module (PMAR) of the Charles River Investment Management System (Charles River IMS) that provides up-to-date portfolio analysis and enables GIPS compliance.
“Charles River Performance simplifies the process of delivering consistent PMAR results in a high-volume environment,” says Metin Elyazar, Product Manager, Charles River Development. “Charles River users can directly access all Charles River Performance return, contribution, attribution and risk data for each portfolio or group, with flexible timeframes and industry-standard or user-defined classifications. The module also allows clients to compare portfolio performance data against any standard index or custom blended benchmark in the system – based on any historic time period.”
Charles River Performance combines investment reference data with end-of-day warehouse and accounting data for analysis. Clients can view results in the Manager Workbench or via Web-enabled reports.
Charles River Performance’s advanced capabilities allow clients to:
- Select methodology ‘on the fly’ and configure at global system, account or report levels
- Run daily security level performance for any asset type, rolling up to any level
- Report performance in any currency
- Calculate daily attribution by asset style, including fixed income duration, convexity and spread effects
- Conduct ex-post risk measure calculations and provide risk contribution and attribution analysis
For more information on Charles River Performance, please contact your relationship manager, or Metin Elyazar, Product Manager, +1 781 425 6940 or MetinElyazar@crd.com.
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