Currency decisions are a crucial aspect of the investment decision-making process, as the inherently dynamic nature of currency values can significantly impact an investor’s portfolio return.
With full flexibility to choose between base, local currency and virtually hedged returns, PEARL’s currency overlay attribution helps asset owners and managers analyze portfolio returns against currency movements, in alignment with their mandate.
Clearly assess the true contribution of portfolio managers and investment decisions by:
- Splitting out currency impacts to calculate local and base returns
- Proxying a theoretical hedge fund, to understand the implications of alternative hedging strategies
- Adjusting currency forward and/or rollover calculations methods per asset class to match internal policy
- Modeling complex currency strategies that represent different steps of a hedging process
- Comparing the currency strategies to attribute its performance impacts
Learn more about the benefits of our currency overlay attribution capabilities in PEARL by downloading our flyer today.
About PEARL
PEARL is Ortec Finance’s established performance measurement and attribution solution. It helps asset owners, asset managers and fiduciary managers to obtain deep insights through decision, currency, multi-asset, equity, fixed income and factor attribution models. PEARL combines proprietary decision and currency overlay attribution models with flexible and time dependent fund and benchmark hierarchies to calculate the added value of each investment decision. Its comprehensive analysis contributes to a feedback loop that enhances the overall investment decision framework.
Contact
Stefano Lee
Managing Director - Asia Pacific
Elske van de Burgt
Managing Director Investment Performance