Performance Measurement

Implement Performance Software & Expertise

Investment firms want detailed performance data to evaluate manager returns. Providing this level of information requires in-depth knowledge and subject matter expertise supported by powerful, yet easy-to-use software.

STP’s Performance Measurement service combines talented, CIPM-credentialed teams and robust software covering key components including:

• Portfolio Performance Measurement
• Composite Management
• Performance Attribution & Risk Statistics
• Team Structure & Support

STP's Performance Dashboards

Portfolio Performance Measurement

• Equity & fixed income attribution
• STP calculates portfolio performance at total level (net and gross) and security level
  • Time-weighted and dollar-weighted calculations
  • Customize segments (performance models) to calculate rates of return, and at composite level
• Source/upload benchmark data from third-party vendors
  • Customize index data
• Extensive QA daily process using automated exception tools
  • Fast identification and resolution of errors
• STP Data Warehouse
  • Portfolio, segment, & composite level performance and benchmark data stored in STP’s data warehouse
  • Anytime access to performance data via SaaS Portal

Composite Management

• Data sourced directly from DataMart, eliminating manual processes
• Set-up and configure new accounts and composites
• Reporting access: composite performance and assets reporting, custom reports, disclosures, and benchmarks
• GIPS presentations & reports
  • Composite, Pooled Fund, and Asset Owner reports
  • Flexibility to customize GIPS reports
  • Professional relationship with top verification firms to fast-track verifications

Performance Attribution & Risk Statistics

• Data integration with STP’s Data Warehouse eliminates need to reconcile between attribution returns and performance returns
• Customizable equity & fixed income attribution analysis – firm-specific segments, attributes, and decision processes
• Daily sub-security level contribution and attribution for long and short positions, multi-asset, and multi-currency returns
• Complete universe of ex-post risk statistics
• Extensive data visualization of time-series and point-in-time performance and risk
• Daily modified Dietz & IRR solves traditional technical smoothing and component calculation challenges

Team Overview & Support

• US team averages 15 years of performance industry experience
• Numerous CIPM-credentialed subject matter experts show commitment to continuous learning and performance knowledge
• Data Management solutions limits need for reworking calculations
• STP’s Performance Dashboard powers oversight and efficiency