Up-to-date portfolio performance analysis

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.