Citco Portfolio Analytics

Citco supports investor communications with a comprehensive range of risk and performance analytics.

With the Citco Portfolio Analytics platform, hedge funds and their managers are equipped with better visibility on investment exposures and returns to assess opportunities in their portfolios with confidence. Our best in class services include:

Comprehensive risk and performance analytics offering

The Citco Portfolio Analytics platform delivers a full suite of risk exposure and performance attribution analytics to our clients. It includes tools for stress testing, VaR, multi-factor analytics using Barra, and advanced risk and performance measurements. Single set calculations are used to generate various analytics to ensure numbers are consistent across our full spectrum of risk solutions.

Asset class coverage and data quality

The Citco Portfolio Analytics platform supports all asset classes normally found in alternative funds and strategies – from vanilla equities to complex derivatives. Each asset class is handled in-line with its risk characteristics. Portfolio Analytics is a key component of Citco’s Æxeo® front-to-back administration solution and references official books and records for reporting. Data quality and control checks are an integral part of Citco’s robust, straight-through processing.

Advanced calculation engines

Our proprietary calculation engines incorporate industry standard methodologies and conventions which are configurable to client specifications to ensure accurate insights in every report.