Portfolio Performance & Attribution Dashboards

Portfolio Managers use Panopticon dashboards to analyze fund and constituent performance. In most cases, firms monitor end of day and historic time series data generated by their existing attribution systems.

Panopticon visual analysis tools allow users to find problems and opportunities at the fund, portfolio or constituent level that are often very difficult or impossible to identify in traditional reports.Interactive analytical dashboards like this allow managers and traders to monitor changes in the risk and performance profiles for portfolio holdings very quickly — much faster than is possible using traditional reporting methods.

Common use cases include:

• Fund performance & screening
• Instrument performance & screening
• Absolute & relative performance analysis
• Risk analysis
• Attribution analysis

Chandresh Iyer, Citi's Global Head of Custody and Investment Administration Services, describes how Heatmaps and Treemaps function as part of the CitiDirect® PRISM system, an industry first performance and risk reporting middle-office application using Panopticon data visualization technology. Learn more about the CitiDirect PRISM system.

Comprehensive set of analytical tools support efficient visual monitoring and analysis

Panopticon supports the following major functions that help make performance and attribution analysis much more effective and efficient:

• Display and interact with fund hierarchies
• Dynamically change additive hierarchies and aggregate values
• Drill and jump between data dimensions — for example, manager to fund to constituent to asset class and so on
• Aggregation and netting
• Support for non-additive data sets in which aggregates must be retrieved from an external performance & attribution engine
• Time window and time period analysis to identify delta changes between time periods
• Visualize trends, clustering, correlations, and outliers between risk and return attributes

Visualize Return, Risk Exposures, Contribution and Attribution in a single dashboard

Dashboards built with Panopticon technology display all details of a portfolio in a single view. Users can switch to view additional portfolios easily. They can drill all the way down to see details about the underlying instruments or aggregate up to the level they’re most interested in. Analyze portfolio relative contributions, filter out constituents that do not merit attention and bring up complete details on those that do.

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