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Unity® Performance & Analytics

Confluence, the leader in mutual fund performance reporting, offers a comprehensive mutual fund and portfolio performance, attribution and risk solution that enables investment managers to enhance their performance measurement offering and create a single source for performance and analytics reporting across their organization.

Unity Performance & Analytics empowers performance measurement teams to create an information-driven client model where the client is always at the heart of any decision. Unity Performance & Analytics delivers accurate, consistent, transparent, relevant and timely results to support and accelerate the investment decision- making process and enables firms to proactively meet clients' changing needs.

Key Benefits

  • Rely on trusted data governance where data is repeatedly validated throughout the system – from import, to calculation, to report
  • Increase operational efficiency through process automation and monitoring with built-in workflow capability
  • Enhance client experience through flexible reporting capabilities by transforming portfolio data into meaningful information

Confluence, the leader in mutual fund performance reporting, offers a comprehensive mutual fund and portfolio performance, attribution and risk solution that enables investment managers to enhance their performance measurement offering and create a single source for performance and analytics reporting across their organization.

Unity Performance & Analytics empowers performance measurement teams to create an information-driven client model where the client is always at the heart of any decision. Unity Performance & Analytics delivers accurate, consistent, transparent, relevant and timely results to support and accelerate the investment decision- making process and enables firms to proactively meet clients' changing needs.

Designed by a team of experts in the performance analytics field, Unity Performance & Analytics delivers value-add to any investment process through the depth and breadth of its performance, attribution and risk functionality.

With Unity Performance & Analytics

- Utilize a single vendor solution for all mutual fund and institutional portfolio performance needs. Automate the calculation of fund, portfolio and composite returns and analyze those returns with a full array of attribution and risk measures.

- Add value to any investment process with full coverage of all instrument types–unlimited security and portfolio classifications. Select a model based on investment decision process; and benefit from in-depth analysis and drill-down at any level.

- Rely on trusted data governance where data is repeatedly validated throughout the system – from import, to calculation, to report – thereby helping to ensure consistency and accuracy of final results.

- Increase operational efficiency through process automation and monitoring with built-in workflow capability, which can be tailored to meet clients' internal process and data flow, to provide more time to focus on analysis.

- Enhance client experience through flexible reporting capabilities by transforming portfolio data into meaningful information that is used to consistently deliver timely client-centric reports provided with context and interpretation.

The Unity Performance & Analytics solutions include:

Fund Returns calculates and delivers all of the geometric returns required for mutual fund disclosures and marketing, as well as for internal analysis.

Includes:

  • More than 40 geometric, unitized returns, including load and no load, annualized and cumulative
  • Over 40 yields, including simple and effective yields, as well as load and no load
  • Synthetic performance (parent/child fund)
  • Gross of fees performance
  • Principal only performance
  • U.S. after-tax returns
  • Multi-currency

Portfolio Performance Measurement provides a broad range of return calculation methods with the ability to control and measure performance across any asset class and instrument type.

Includes:

  • Money Weighted Return, Modified Dietz, Time Weighted Return and Internal Rate of Return
  • Look-through analysis for fund of funds, index futures and UCITS
  • Return aggregation through any criteria, either static or dynamically calculated
  • Fully auditable results that provide transparency from inputs through calculations
  • Custom and blended benchmarks that can be built from published market indices

Performance Attribution for Equity, Fixed Income and Multi-Asset provides the flexibility to use multiple attribution methodologies and enables customization of the analysis. Each portfolio's investment process benefits from analysis with the methodology that is best suited and includes the ability to define scope, drilldown and measurement – the three building blocks of performance attribution.

Includes:

  • Brinson Fachler, Karnosky, Singer for multi-currency and multi-asset
  • Fixed income for:
    • Carry rate/credit, interest rate, credit and inflation
    • Key rate duration
    • Specific credit spread and market credit spread (based on credit curves)
    • Interest rate effect decomposed into roll-down, shift, twist and butterfly
  • Model to measure impact of derivatives to change asset allocation
  • Choice of preferred price provider for performance attribution, iso-valorization and synchronization with indices
  • Tracking by strategy and traditional sector

Risk Analysis enables the measurement and monitoring of risk using a large range of statistics and ratios to be used for external reporting, marketing documents and internal portfolio analysis.

Includes:

  • Calculation of risk measures over any time period and any frequency
  • Key risk indicators for alternative investments, maximum drawdown, downside risk, recovery period, Sortino ratio, etc.
  • Value at Risk (VaR), Conditional Value at Risk (CVaR) under different hypothesis
  • Risk attribution to identify which decisions have contributed to overall volatility

GIPS Composite Management is a complete solution to meet the GIPS standard.

Includes:

  • Portfolio composite assignment
  • Multi-currency composite calculation
  • Ex-post risk measures at composite level
  • Firm definition and composite disclosure creation