Performance Analytics

Pinpoint the Sources of Portfolio Performance

The performance analytics capabilities built into Advent Portfolio Exchange® (APX) give you a deeper insight into portfolio performance for better investment decision making. Leveraging these powerful tools, you can analyze results down to the individual security level and demonstrate to clients how your decisions add value.

APX’s analytical tools include:

• Performance attribution: Identify the sources of portfolio performance relative to a benchmark or model portfolio, evaluate the impact of weighting and security selection decisions, and easily drill down from sector to individual security.
• Performance contribution: Pinpoint the drivers of portfolio performance by quantifying what sectors, industries, or securities had the greatest impact on performance. Rank order of contribution detail to show top and bottom contributors to portfolio or benchmark return.
• Exposure: Compare the portfolio sector or security weights to a benchmark and view changes over time.
• Risk: Analyze a portfolio’s risk, volatility, and risk-adjusted return based on historical performance with ex-post risk statistics.

Maximize Efficiency while Enhancing Security and Accuracy

With performance analytics built into the APX platform, there’s no need to lose time or compromise security by sending sensitive portfolio data off-site. Equally important, it eliminates reconciliation problems with third party providers, so your attribution numbers match your performance numbers.

Make the most of APX: Get index data more efficiently

Advent’s new service, index data for APX, simplifies and streamlines the process of downloading, formatting and maintaining index performance data for use with performance analytics and reports within APX. Advent receives and formats index data from leading data providers, and packages it for direct download. The entire process is easy, efficient and accurate.