Overview of the Eagle Performance Solution

Owned by Tom Fahey (Unlicensed)
Last updated: Jul 19, 2023 by Jacob Mathews (Deactivated)
2 min read

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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