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Many investors mistakenly base the success of their portfolios on returns alone. Few consider the risk that they took to achieve those returns. Performance measurement tools allow you to measure how well an investment portfolio or an investment manager has performed over time. Absolute measures determine how well an investment portfolio has performed, while relative measures determine how well an investment portfolio has performed compared to a benchmark, such as a market index, universe, or target return.

Attribution analysis uncovers the impact of the manager's investment decisions with regard to overall investment policy, asset allocation, security selection, and activity. A fund or portfolio's returns are compared to a benchmark to determine whether a manager is actually skilled or just lucky. For example, if a domestic portfolio manager overweighted a particular sector compared to the benchmark, attribution analysis can determine whether or not the decision added value during the period. Measuring performance offers an effective method of determining whether or not your organization is meeting its goals and achieving its mission.

Eagle Performance is a performance measurement, attribution, and reporting solution that calculates and stores rates of return for a number of standard or user defined categories. With Eagle Performance you can:

  • Analyze segment performance. You can combine securities to analyze entire segments, sectors, industries, or countries. And create an unlimited number of segments and segment groups.

  • Uncover the source of your returns through both equity and fixed income attribution analysis.

  • Improve the accuracy of your monthly returns by calculating and linking sub-periods before and after significant cash flows based on a user defined percentage of portfolio market value.

  • Use ex post risk measures, such as Tracking Risk, Sharpe, and Treynor, to assist you in understanding the risks you assume in achieving your performance.

  • Import previously calculated performance history at any level, from total to security, and link to those returns generated by Eagle Performance.

  • Import data from multiple exchange rate sources and provide performance reporting in an unlimited number of currencies.

  • Assess performance at the security level, identifying an individual security's effect on the overall segment and total level performance.

  • Create, store, and maintain an unlimited number of composites that comprise an unlimited number of portfolios. Composites keep a complete audit trail of composite membership changes.

  • Compare portfolios with market based and custom benchmarks at any level, ranging from security to total level, including Blended, Carve Out, Linked, Floating, and more.

  • Calculate before- and after-tax performance. And display after-tax performance returns at the total portfolio, segment, and security level.

  • Generate a wide variety of reports and GIPS-compliant performance presentations. You can select segments/securities, time frames, data items, and other options for any report.

  • Calculate returns for mutual funds according to SEC requirements.

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