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White Paper

Retooling the Investment Management Industry’s Performance Yardstick for New Realities

Performance has always been the industry’s yardstick for measuring investment effectiveness.


Whether for a single security, a fund or portfolio, an asset class, a strategy, or for a firm-wide look, asset managers need to capture the right data and then accurately calculate, analyze and report on their performance and risk exposure.

This reality won’t change any time soon. What has changed; however, is the size, scope and complexity of the performance measurement task, and what it takes to manage performance effectively.

Many performance teams are straining under the weight of this ever-growing responsibility. In the past, these teams had fewer sources and far lower volumes of data. They could manage with siloed views of performance, had more time to produce reports, and fewer people to whom to send them.

Today performance teams are facing an entirely different task. To meet increasing front office demands, they need to provide near real-time reports that include performance and risk exposure analyses for all asset classes and across all customer types. They need to produce reports for various internal audiences and external constituencies, such as regulators. Then there is the need to do all of it quickly, accurately and cost-effectively – even though many teams are still using legacy systems and outdated tools.

In this paper, we highlight the growing criticality of performance reporting to an investment management firm’s operations and the changing demands on performance teams. We spotlight some of the more important and pressing challenges these teams are facing in today’s complex, global and rapidly evolving investment business landscape. Lastly, we outline how new technologies can help performance teams address and overcome their challenges, while positioning themselves for long-term success.