Composite Builder

Rules may be set up to automatically create or adjust assignments based on account attributes, significant cash flows, minimum size requirements, cash or margin weight limits, position size limits, client-directed or restricted positions, or assignment delays required for new account inception or strategy changes. Account holdings may be compared to a model or approved list and matched within a required degree of tolerance to control inclusion in a composite. Models can be multi-level: asset class, sector, or individual securities. Manual changes may also be made to reflect client driven events that cannot be determined quantitatively by changes in the account data. A one click “un-do” of all rule changes will return a composite to its previous state.

Annual GIPS reports may be created using built-in templates easily customized to the firm’s requirements. Monthly, quarterly, and multi-year reporting options are available with a broad universe of ex-post return and risk analytics, and a variety of flexible graphical presentations. Generated reports are automatically saved in a report archive. In addition to reports, all data is exportable in a variety of formats. All charts may be exported in formats appropriate for inclusion in a PowerPoint presentation or pitch book.

Composite calculations are saved in a static result set that includes each account’s monthly values, returns, and cash flows, providing a full and transparent audit of the return calculation. When returns are re-calculated for a prior period, a compare process may be used to identify any changes in the assigned portfolios, values of the portfolios, returns, or cash flows from the prior calculation. Finalized results sets may be locked down to prevent deletion or overwriting. An audit trail of all individual changes to critical account attributes and assignment history and when the change occurred is maintained.