Directories

Opturo, Inc. Adds "Fixed Income Attribution" To Its Wide Offerings Of Performance, Attribution and Risk Analytics

2012-07-28

BOSTON ---- Opturo, Inc, has harnessed its versatile and powerful software platform, VIA, to allow users to perform both Fixed Income Differentiation Attribution and Fixed Income Return Decomposition. These new offerings add to Opturo's already wide array of performance and attribution analytics for asset management companies and financial professionals.

Opturo's Fixed Income Market Differentiation Attribution analyzes how the market creates the total active return of a fund. It does this by explaining active returns purely in terms of the differences of returns within groupings (such as the differences among industry returns within a sector and the differences among bond yields due to different maturities, durations or convexities among groupings), supplemented only by pure trade effects.

For example, one can employ Opturo's system to answer questions such as, "How much of the fund's active return is explained by differences among the durations of AA bonds?"

Opturo's Fixed Income Decomposition allows a user to analyze returns in terms of any combination of a wide variety of components such as risk-free rate, currency, industry, duration, convexity, etc. on top of Selection and Trade effects.

Opturo's Director of Performance Analytics, Andre Mirabelli, PhD., elaborates, "Opturo already provided complete explanations of active return, risk and risk-adjusted returns in terms of controllable investment decisions and in terms of factor exposures. Adding complete explanations in terms of market differentiation and in terms of market-description decomposition fills out a truly comprehensive understanding of the sources of active and absolute performance relevant to fund management.”

Opturo's president, Ken D'Silva explains, "We saw a real need for a fixed income attribution solution both from our clients and in the asset management community at large." He adds, "We have once again leveraged our powerful software platform to provide an exact solution to an outstanding and business-critical need."

About Opturo

Opturo, Inc. is a financial software and consultancy firm specializing in providing innovative, practical and cost effective Performance, Risk, Composite Management for GIPS and Investment Process Automation solutions backed by extensive financial industry experience and state-of-the-art technology. It is the mission of Opturo to deliver superior technology solutions to our clients to optimize their investment processes.

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