Monthly Archives: December 2016

2016.12 is now available – featuring new Stress Test VaR!

New features: Stress Testing for Value at Risk (VaR) including the three methods commonly required by investors: Historical scenario, sensitivity analysis and hypothetical scenarios. Fund denominator and Fund Price ID are now available on the Position Reporting and Portfolio Summary pages. We have a new search box on the Position Reporting, thus making it a […]

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Our new 2016.11 Release includes brand new Performance Statistics!

New features: Performance statistics now include: Skewness  / Volatility skew Kurtosis  / Excess Kurtosis Semi Variance Gain & Loss (period, variance and ratio) Correlation Coefficient of determination R2 Jensen’ s Alpha Fund Beta     Refinements: Addition of report entitlement in Entitlement Setup page. New customisable columns in Portfolio Summary page. Automation of more corporate actions. […]

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