HedgeFacts Analytics is a comprehensive set of software tools for generating a statistical analysis of returns, drilling down into position level performance and risk, tracking the margin usage of funds and accounts, and running risk models.
HedgeFacts Analytics is also used for marketing purposes. Unlike reporting systems that are limited to the analysis of monthly return data, HedgeFacts Analytics interfaces with your back office database allowing you to work with daily and monthly returns, position profit & loss, and account margin exposure for any range of dates and at several levels of your investment firm.
With HedgeFacts Analytics, each user has the flexibility to drill down into funds, accounts, or advisors. Because clearing firm data has been aggregated in the HedgeFacts database, interfacing to HedgeFacts Analytics is seamless and a part of the standard HedgeFacts setup.
HedgeFacts Analytics generates statistics tables, including all major metrics such as Sharpe Ratio, Sortino, maximum drawdown, compound rates of return, and others. HedgeFacts Analytics graphs include - VAMI, Rolling Returns, Return Histograms, Drawdown, Monthly Returns, and others and let users analyze an individual series or produce comparisons. In addition, HedgeFacts Analytics can compose monthly performance snapshots using Standard Reports exportable to PDF format.
Users can choose a fund, account, or advisor and graph profit and loss at the symbol or sector level to easily see the markets or sectors contributing to performance. It is possible to graph the position quantity held in each sector or market to generate a snapshot of the portfolio holdings at any point in time.