Allows data collection, control and aggregation: SGSS has the tools and connectivity to collect data from its clients' existing suppliers or systems, to detect or correct corrupted or inaccurate records, to reprice financial instruments according to the clients’ own pricing policy, to ensure consistency; and lastly to create different levels of aggregation of portfolios.
Analytics and Reporting
What does SGSS offer in terms of portfolio performance and risk analysis?
Market instability resulting from recent crises has reminded us how crucial it is to be able to access detailed financial portfolio data in order to effectively monitor risks. Indeed, this information is an essential factor in enabling investors and asset managers to make the right investment decisions at the right time.
Analytics & Reporting by SGSS offers performance and risk analysis at each and every stage of the portfolio assessment process, supporting regulatory requirement needs, as well as providing access to relevant management information.
SGSS collects data from both internal and external sources, controls its relevance, aggregates it where necessary and - if required - enriches it with look through information.
SGSS VIEW, SGSS’ online reporting tool, allows the client to visualise the performance and risk analysis dynamically, as well as providing a variety of additional functionalities.
Analytics & Reporting by SGSS consists of a full modular range of dynamic and customisable risk and performance reports, whether portfolios are under SGSS administration or not.
Key features and benefits
Provides reliable performance & risk reporting:
Performance measurement: Besides the portfolio’s performance and the comparison with its benchmark index, SGSS offers key performance metrics for carrying out ongoing investment reviews, providing the portfolio manager with essential information on strategy alignment and meeting client expectations. A broad range of indicators are available, whether they be performance indicators such as the weighted yield, risk indicators such as the Sharpe ratio, Jensen’s Alpha or information ratio and bond indicators such as Duration, Sensitivity or Average maturity.
Performance attribution: well-founded analysis helps to identify performance drivers and negative contributions, and corrects them where necessary. Performance attribution offers the ideal basis for this. For an adequate analysis, SGSS offers the choice between key figures of synthetic reports and detailed segment reports. Portfolio managers can choose between 3 attribution methods, depending on the type of assets in the portfolio: Equity, Fixed income or Mixed.
Risk analysis: To assess the quality of portfolio management, a rigorous analysis of portfolio risks must complement the performance analysis. SGSS offers risk analysis solutions (market risk, liquidity risk) to mitigate risks and make appropriate decisions in the investment process, while complying with applicable regulatory requirements for risk management.
Fund Factsheets: They are one of the first documents that investors look at before investing. SGSS offers a comprehensive solution for collecting data and comments managing the different templates and languages, producing automatically the comments based on performance analyses and monitoring the production of the reports.
Enables activity monitoring thanks to SGSS View, SGSS' reporting tool that offers:
An accurate visualisation of analytics data, whatever the client's location
The option to customise home screens according to one's needs