pControl Fund Analytics is designed to deliver simple point and click charting and statistics generation for unitized fund products, benchmarks and currencies.

Fund Analytics integrates with NAV Oversight, NAV / Unit Pricing and NAV Control to use the returns for unitized funds and benchmarks in statistical calculations that highlight their performance and risk profile, or allows import of external price series for open architecture investments.

On-screen charting delivers the results of statistical calculations and provides a comparison of fund returns to benchmark returns. This allows users to control chart appearance, including calculation date range, periodicity, formatting and undertake performance comparison between funds.

Return and Time series Processing

  • Chart input series can be daily fund rates of return or daily unit prices, or benchmark rates of return or imported index values. Input series are sourced from NAV Oversight, NAV / Unit Pricing and NAV Control or through Market Data Validations for external sources.
  • Automated statistics processing can be scheduled and statistical results can be exported to other processes or applications.

Charting

  • Standard charts are generated on demand, with user control over appearance and formatting
  • Bar, line or point charts
  • Choice of primary and multiple secondary input series
  • Titles and title formats
  • Standard periodicity of 3m ,6m 3y, 5y, and 10y as well as user selected start and end date ranges
  • Choice of calculation types, both statistical and price based performance

Ex-Post Statistics ​​​​​

  • Beta
  • Compound Return
  • Correlation
  • Cumulative Value
  • Information Ratio
  • Jensen’s Alpha
  • R-Squared
  • Sharpe Ratio
  • Standard Deviation

Service Level Aware

All pControl solutions are Service Level Aware and can internally monitor and escalate late running events such as late data arrival, and late override / approvals and final release within operational cut-offs and processing calendars.

Operations teams can monitor Service Level compliance through the following dashboards:

  • Production Summary dashboard to deliver progress monitoring of all daily statistics and time series calculations for each processing date.
  • Attention Status Monitor dashboard to provide real-time exception monitoring and aging for any activity with critical completion or Service Level Agreement deadlines.

Fund Analytics is stakeholder and auditor friendly through a full audit trail of all calculation activity.