Performance Measurement and Risk Analysis

Tailored performance measurement functionality

To measure client and model performance accurately requires robust technology that can be tailored to meet specific business requirements. Through JHC’s performance module, client and model portfolio performance—which can be analysed within user-specified dates—can be benchmarked against standard (or customised) indices or the appropriate model.

On screen valuations, using real time data, are available instantly.

The module also facilitates full contribution and attribution analysis, using the Brinson-Fachler model: analysis can be performed within an Asset Hierarchy for capital appreciation, income and total return measures.

For risk analysis, JHC employs (among other volatility measures) the Capital Asset Pricing Model which enables users to determine:

• Volatility
• Annualised Volatility
• Average Excess Return
• Tracking Error
• Annualised Tracking Error  

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