Robust Technologies Inc.

Robust Performance from Robust Technologies

Robust Performance ^TM

Robust Performance^TM is a multi-currency Performance Measurement application. This module is available now and offer the following features:

 

Drilldown reporting capabilities

The drilldown reporting capabilities is very ergonomic. It allows the users to grasp performance results at higher levels and drilldown to get detailed security level results or drill across to get additional performance flow information. Click here for sample Excel output report.

 

Base, local and currency returns

Robust Performance^TM is fully multi-currency. Performance results such as return, contribution, dollar earned and average capital employment can be generated in base and local currencies. Also, contribution and return due to currency variation and currency forwards can be reported separately.

 

Security level

Rich and detailed performance results can be reported at individual position levels.

 

Classification structures

Any number classification structures with any level of complexity can be defined. Security classification can be achieved implicitly via user defined attributes and/or via explicit classification assignments.

 

Unitization periodicity

Daily, weekly, monthly or any unitization periodicity is supported

 

Portfolio accounting interfaces

By design, Robust Performance^TM can be easily adapted to interface with any portfolio accounting systems. The application already supports holdings and transactions files extracted directly from PACER^TM from SS&C Technologies (FMC). Our modular software design can easily accommodate other sources of portfolio accounting data from other software providers.

 

Derivative products

The main strength of Robust Performance ^TM is its ability to process derivative products (in addition to conventional securities). Imbedded within the performance application are methodologies and concepts specific to derivative products such as cost-of-carry, notional exposure, differentiation between currency and asset exposures, pivot rate for currency forwards. Performance results generated by Robust Performance^TM are meaningful and sensible even at individual futures and currency forwards position level. The performance results lend themselves perfectly for attribution analysis.

 

Strategy segregation

Robust Performance^TM offers the ability to segregate strategies within portfolios. Specific strategies can be segregated within portfolios without imposing the cost of setting distinct accounts at the broker and custodian.

 

Optimized implementation procedures

The effort required to implement new portfolios or security is extremely optimized. Pre-requisite information regarding securities and portfolios is derived directly from holding and transaction files. This optimized process avoids costly and difficult steps to pre-load required information prior to loading holdings and transactions.

 

Powerful and scalable

Robust Performance can process large portfolios in the blink of an eye. Testing demonstrates that a portfolios can be processed from end-to-end at a lightning speed.