Perfomance Measurement

Giving a Fresh View of Performance Measurement and Attribution, ARMS Delivers PnL Broken Down to Risk Factor Level

ARMS performance module is designed for comprehensive analysis of portfolios along position related classifications and market factor drivers.

The ARMS performance module solves the problem of explaining all market factor drivers of the PnL generation process. By using the same pricing- and risk factors that are used for theoretical valuations and risk management, the true sources of PnL can be found.

Standard or custom benchmarks can be used for relative performance measures. An elaborate benchmark handling provides a new dimension to portfolio analysis since it allows for decomposition of the benchmark in the same way as the portfolio.