Portfolio Reporting and Analytics

Risk and performance reporting is often a function of the ability to obtain data feeds on multiple portfolio holdings at multiple institutions. Experience shows this to be a difficult task.

Harris Fraser Family Office Services, engage premium institutional-like technology that allows our office and clients to remain at the forefront of the wider private banking and prime-brokerage market. Our reporting allows us to duplicate existing portfolios with all its holdings and run analysis in numerous ways.

Our software provides various forms of risk analysissuch as dispersion of returns, risk distribution, including fat tails shown visually.

This can be stored to generate trend lines of VaR at selected confidence intervals over time. In addition to VaR, our engine calculates Expected Shortfall , Expected Upside and Diversification Grade for all portfolio sectors and constituents.

By employing various ‘what if’ testing functions portfolio constituents to be be edited and modified showing what return the portfolio would have generated in alternative scenarios to test hypothetical investment thesis.

We also offer an expanding library of risk scenarios , orstress tests, which can be viewed in detail, showing impact on segment and individual security level.

Indispensable to both investors and investment committees various forms of fund analysis tools assists us and our clients to quantify fund manager alpha as a clear measure of a manager’s added value.
Our engine’s performance attribution dashboards offer a historical graph and repots of performance attribution components and their contributions for fixed income, equity and various asset classes.