Performance Evaluation Report

The performance evaluation report provides comprehensive performance analysis on an investment. The report supports manager evaluation and competitive positioning.

To create a new Performance Evaluation report: on the New menu, point to Reports, and then choose Performance Evaluation.

Illustrate the competitive position of your investment�s performance against your chosen peer group.
Benchmark your investment�s performance to demonstrate performance attribution due to managers� skills.
Evaluate the investment�s risk/reward trade-off.
Demonstrate how consistently a manager generates excess return over an investment's benchmarks.

Select the most appropriate benchmarks and peer group for the subject investment.
Hone time horizons to add precision to your analysis.
Select to float start and end dates of the report to have it update automatically with the freshest data. You can float either date on a monthly, quarterly, semiannually, or yearly basis and also build lag time into the calculation. See below for some examples of how to create floating data points.

Trailing 3-Month Return Floating

Quarterly Returns Floating

Quarterly Returns Floating on 1 Month Lag

Quarter-to-Date Floating

Evaluates the investment�s annual returns vs. category peers. The floating bar visually shows the relative position of the investment, benchmarks and category peers. The table details annual returns, best/worst returns and the average returns for each quartile. User can choose the peer group.

Rolling return evaluates consistency of return. The graph displays the investment�s rolling performance vs. benchmarks and the peer group. The investment and benchmarks are represented by lines. The bars represent the performance distribution for each quartile of the peer group. User can select the benchmarks, peer group and rolling windows size to hone their research.

The trailing return table displays the investment's trailing return as of the most recent month-end vs. its benchmarks. The return/risk data table evaluates risk/reward tradeoff and historical return pattern for the investment and its benchmarks.

The graphs visually display the consistency of the investment's information ratio and tracking error statistics vs. two benchmarks. The data table provides a set of relative statistics calculated using the two benchmarks the user selects.