Portfolio Returns and Revenue Analytics
Optimai Portfolio Returns & Revenue Analytics provides up-to-date portfolio performance analysis. Computations are in line with GIPS standards and include:
► Gross and net returns
► Relative gross and net returns against any index or custom benchmarks
► Volatility
► Sharpe ratio
► Tracking error
► Beta
► R-square
► Jensen Alpha
► Treynor ratio
► Sortino ratio
► Max drawdown
This system also computes management fees and maintains a register for fund subscription, redemption, switching as well as transfers.