The performance ratio is a basic tool for calculating  the effectiveness of portfolios or security with respect to the selected benchmarks or competitor’s portfolios.

Measures can be calculated at different levels of aggregation – instrument, instrument groups, the entire portfolio -  taking into account the risk taken to achieve the rate of return. Parameterization of the ratios allows the user to specify the horizon, type of cash-flows, type of rates of return and which set of data should be  calculated (gross / net value) for portfolio performance calculations, or security quotations, from a chosen market and specified time.

Learn more about Performance measurement & attribution module of the Comarch Asset Management solution >>