Multi-Asset Class Tracking
Cogency supports your asset allocation strategy by tracking the asset-class specific attributes of your investments, and reporting on them collectively where appropriate. Our multi-currency solution is built to manage mixed portfolios of hedge funds, private equity funds, and daily-traded positions.
PORTFOLIO & TOTAL FUND REPORTING
Comprehensive and highly customizable portfolio reporting across multiple asset classes.
- View combined reports about your portfolio, across all asset classes, with or without invested cash.
- Assign multi-level strategy and asset category identifiers, and many other tags for your holdings.
- Specify special handling of fixed-assets or other non-included assets.
PERFORMANCE, CONTRIBUTION, ATTRIBUTION
Accurate and consistent performance and attribution analysis for your entire portfolio.
- Generate IRR, TWR, and Modified Dietz performance calculations.
- Define explicit and weighted benchmarks, per fund, strategy or portfolio.
- Perform multi-factor attribution analysis, and multi-period contribution and attribution reporting.
ANALYTICS & STATISTICS
Powerful risk and statistical calculations for sophisticated portfolio analysis.
- Generate returns-based analytics such as Sortino, Sharpe Ratio, Skewness, and more.
- Measure correlation to benchmarks and peers including Alpha, Beta, Correlation, R2, and more.
A single source of information about portfolio-weighted exposure as well as exposure attribution by manager.
- See Long/Short exposure by strategy, geography, industry, security type, market cap, and currency.
- See percent of portfolio exposure for FAS-157 levels, liquidity profile, portfolio duration, pricing quality, and investor composition.
- Define custom dimensions that can be organized in a limitless hierarchy.
Liquidity management that models complex manager redemption terms and accurately calculates redemption schedules, with and without fees.
- Define manager redemption terms of any complexity, including gates, various types of fees, multiple paths to redemption opportunities, and more.
- View notice and redemption calendars with many permutations of search options.
- See liquidity opportunity information throughout the product: when redeeming, when constructing what-if scenarios, when viewing manager and fund dashboards.
VALUATION & DRIFT
Flexible valuation tracking and detailed price discrepancy reporting.
- Track daily and weekly estimates, month-end estimates and finals.
- Accomodate late prices for private equity and hedge funds.
- Generate price drift reports to understand the effect of valuation timing on your portfolio.
A portfolio planning tool that lets you build and analyze future investment scenarios based on accurate, current information.
- Create hypothetical scenarios using your most recent accounting and portfolio information.
- Recommend a scenario for the investment committee and initiate a workflow.
- Promote scenario trades into accounting and make them part of the live portfolio.
Multi-currency cash management including trade settlement, holdbacks, expenses and projections for future cash needs.
- Account for your funds operational costs, one-time or recurring.
- Track cash transactions and cash balances in every account, any currency.
- Use cash projection to see future cash positions, taking into account actual and recommended transactions.
Threshold-based compliance reports and alerts to keep you in-line with client mandates, regulatory restrictions, and self-imposed limits.
- Define guidelines and thresholds for any data set in your operations.
- Mix and match guidelines into report cards for specific funds, mandates, or workflows.
- Never miss a notice date, and never be caught unaware when your portfolio weights get away from your model!