PM Group - "A leading provider of independent performance measurement and attribution services for investment portfolios "

Data Flow

Currency and index data are loaded periodically into the P-TRACE benchmark module in order to create the appropriate benchmarks. These currency and index data are downloaded from outside sources such as Bloomberg™ or Reuters™ in the form of MS-Excel™ files or text files.

These created benchmarks, together with the client’s portfolio accounting data are then loaded into the P-TRACE attribution suite and associated modules. These modules are part of the attribution system producing the database neccessary to extract information and create reports and graphs for the end user.

Benchmark data can either be created internally from index and currency information using P-TRACE’s very powerful benchmark module or externally defined benchmarks can be loaded into the system. Benchmark detail (Segmentation) down to single security level can be analyzed through P-TRACE.

Portfolio data will be supplied by the client’s accounting department through the appropriate interface. A large number of interfaces to the P-TRACE system already exist. Virtually any accounting system that supplies DPG-style formatted output can be linked to P-TRACE immediately. Portfolio data will be compressed to ensure compatibilty with the granularity of the benchmark data. This ensures that a full attribution analysis is available on all the levels required.

Data can be loaded on monthly, weekly or daily level to ensure the necessary accuracy and precision required by the client.

State-of-the-art Performance Measurement - what we do. Today's financial market presents an ever increasing level of complexity. In this environment successful investment is becoming increasingly more difficult. Verification of your investment goals requires advanced and precise tools to cope with the markets' diversity.. Read More

Management Process Information Analysis (MPI) To analyze complex products and processes such as Umbrella funds, funds driven by quantitative models, model portfolios underlying a series of related funds and master-funds the PM Group has developed a special attribution tool, the MPI analysis... Read More

Attribution Analysis Suite Attribution and performance analysis is a complex and in-depth subject requiring intensive preparation and a precise focus on the specific knowledge of your audience. Without this you risk overtaxing your intended audience and losing your message. The PM Group's attribution suite addresses separate audiences with reports and visual graphics containing the appropriate degree of detail and complexity.... Read More