Portfolio Management

PMS offers a broad range of portfolio management modules and functionalities which are integrated in the overall system in combination with other PMS modules dealing with risk management for example. Our customers use our software solution to manage many different types of portfolios, focusing on topics such as investment funds, asset management or credit portfolios.

PMS offers Mark-to-Market and Mark-to-Model evaluations, flexible hierarchical portfolio structures, model portfolios including comparison features, limit systems, pre-trade checks, investment limit checks, trading and booking, compliance modules, profit & loss as well as performance measurements, attribution analyses, benchmarking, portfolio optimisations, internal and external reporting and further aspects of portfolio management.

The instruments supported in PMS range widely from illiquid OTC instruments, structured products, exotic derivatives and hybrid products to commodity instruments, which endows our system with a clear competitive advantage over comparable systems by other vendors. Many graphical representations support the user in his/her day-to-day work.

PMS offers portfolio key figures that are commonly known in practice as well as a multitude of exotic and innovative portfolio key figures obtained from relevant literature on financial mathematics. The main objective is to obtain more concrete information about capital investments in terms of risk and return – frequently in comparison with an alternative investment or a benchmark. Examples: Duration, Basis Point Value, Information Ratio, Treynor Ratio, Maximum Drawdown, Calmar Ratio, Burke Ratio, Correlation, Autocorrelation, Tracking Error, Shortfall Probability, Sortino Ratio, Omega, Hurst Index, Appraisal Ratio, Bear Beta, Bull Beta, Volatility, Value-at-Risk and dozens of more key figures. All key figures are available on single position, subportfolio and overall portfolio level via graphical user interface and via reporting application. Our system not only offers various portfolio key figures but also many other key figures.

For more information, please contact our sales department, phone: +49(0)2 28-9 11 46-0 or email.