Performance
Measurement Engine (PME)
Performance Measurement Engine
(PME) is a return calculator engine that supports
any return measurement. As a web-based solution, PME can
be customized to the client’s business requirements,
technological infrastructure and selected database design.
Additionally, it interfaces directly with ACE.
PME implementation
includes all data management requirements – extracts,
transformations, interfaces, database updates.
PME supports any return
calculation: daily, true time-weighted, modified Dietz, BAI
and IRR.
PME Key Features include:
- Custom System Components
- Scalable Web Based Architecture
- Selectable Calculation Methodology
- Performance specific data correction facility
- Multiple Return Types
- Batch and online recalculation capability
- Flexible Parameterized Reporting
Learn more about PME Key Features.
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PME is enhanced with:
- Automated, historical audit logs
- Client-defined security
- Automatic, on-line recalculation of returns
- Unlimited, custom data fields
- Custom designed, graphical user interfaces
- Managed Reporting environment
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PME technological features
include:
- Web-based
- Thin client
- Relational single segment or hierarchical design
- GUI interfaces
- Smart list-boxes
- Any database structure
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Returns:
- Calculate returns using any formulae
- Calculate returns at any user-defined level - asset class,
account, indicative category such as industry, country,
duration, maturity
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Risk Measures:
- Select from a library of risk measures such as Standard
Deviation, Information Ratio, Tracking Error, Sharpe, Sortino,
Treynor, Alpha, Beta
- Add any other calculations
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Data Management:
- Control data maintenance, updates, corrections using
PME database screens
- Design intelligence rules to screen out operational
and accounting cash flows not appropriate for total return
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Batch Updates:
- Data extract, transform and load utilities are designed
to access any data source
- All updates are controlled through an automated load
process
- Data includes all cash flows, inventory positions, indicative
information
- Update benchmark data and analytics from external sources
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Custom Data Elements:
- Supplement PME with an unlimited number of custom data
fields
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Centralized Database:
- All data is organized in a central repository
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Audit Log:
- Monitor all changes with user name and time stamp
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System Security:
- Design a custom security system at any level - user,
data element, account
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Data Conversion:
- Convert all historical data from any source automatically
- Calculate missing or incomplete data from source systems
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Reconciliation:
- Automate reconciliation to published reports or data
files
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System Security:
- Design a custom security system at any level - user,
data element, account
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