Sterling ratio is a risk-adjusted performance ratio that divides return of the portfolio by average portfolio drawdown over the period of analysis plus 10%. There are multiple variations of Sterling Ratio in use. Where: rp – portfolio return DLar – average largest...

Stress testing quantifies the effects of extreme market events from the past (such as Black Friday, Lehman bankruptcy etc) in terms of their impacts on stock indices, fx rates, bond yields, interest rates etc and applies them to the portfolio as it stands today,...

Investment portfolio management software including the products SPM, SPA, SFI, SC, SRM, SPC and SI as a collective. Includes all the key functions such as performance analysis, attribution, risk, reporting and compliance provided as on-demand software (SaaS).

Is an on-demand platform that brings together product knowledge base articles and client documentation, StatPro eSupport and access to hosted expert and data applications in one location. Access StatPro Direct here

StatPro Composites (SC) is a multi-currency performance measurement solution for asset managers, which is specifically designed to help achieve compliance with investment and performance standards such as GIPS® for the purpose of Composite reporting, while offering...

StatPro Group plc. is a global provider of portfolio analytics software tools for the investment community. Our cloud-based services provide vital analysis of portfolio performance, attribution and risk. Hundreds of investment professionals use our cloud services...

Statpro RevolutionStatPro Revolution is a cloud-based front office portfolio analysis, reporting and distribution platform. It gives portfolio managers, custodians, broker-dealers and RIAs the ability to run portfolio analysis, generate and distribute reports in an...

Is a yield curve-based bond attribution analytics tool which allows mirroring fixed incomes strategies in an extremely flexible way. SFI allows decomposing returns, attribution effects and bond risks in more than 20 components using a large range of segmentations. The...

StatPro Interactive is a tool designed to utilize all the benefits of StatPro’s API and allows the user to automate reporting and data extraction. It is an application designed to link to the StatPro Performance & Attribution (SPA), StatPro Risk Management (SRM),...

The Sortino Ratio is an extension of Sharpe Ratio and measures excess return (i.e. return of the portfolio minus minimum target return, which is usually the risk-free rate) per unit of downside risk. Downside risk considers the annualised standard deviation of...

Standard deviation is a widely used measure of variability or diversity used in statistics. It shows how much variation or dispersion exists from the average (mean, or expected value). A low standard deviation indicates that the data points tend to be very close to...

StatPro Portfolio Management (SPM) is a fully-featured, comprehensive portfolio management solution offering analytics, accounting, and reporting functionality as standard. SPM offers an integrated suite of portfolio management software and investment accounting...

Software as a service, sometimes referred to as "on-demand software," is a software delivery model in which software and its associated data are hosted centrally (typically in the Internet or "the cloud") and are typically accessed via a web browser over the Internet....

SDH is a service where a user can display and edit most of the raw portfolio data that is used later in calculations.

StatPro Risk Management SRM is a comprehensive, web-based portfolio risk analytics tool. It covers a wide array of global assets, covering the following asset classes: Fixed Income, Equity, Funds, Currencies, Commodities, Simple and Complex Derivatives, OTCs,...