Client case
Performance management
of the investment strategies
Mid-sized French asset manager.
€10bn AUM, performance broken down by strategy.
Context
A mid-sized French asset manager: €10bn AUM, a team of ten portfolio managers and assistants across eight portfolios.
The challenge: understand precisely where the performance of each investment strategy comes from, beyond the aggregated end-of-month indicator.
The problem
The existing tools delivered a P&L at the end of the month, with no ability to break performance down by asset class, currency, country, rating, or by investment strategy. The portfolio manager knew that a fund had underperformed, not why, nor which of the three intra-week bets had actually cost him.
Needs
- P&L of a portfolio between two chosen dates
- Breakdown of results by asset class, currency, country, rating, etc.
- Integration of real-time prices for an intraday view
- Alpha/beta calculation and attribution / contribution against a benchmark
- Multi-portfolio aggregation or aggregation by investment strategy
The Osmoze solution
Capabilities deployed
- Deployment of the Osmoze cockpit and the Performance module
- Connection to existing applications (PMS, reference data, benchmark)
- Connection to the real-time price provider
- Definition of aggregation criteria specific to the management process
- Live in 2 months
Results
From the aggregated indicator to a granular breakdown of alpha.A similar context?
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