Financial Metrics Dashboards
Fully configurable Asset Classification. Users can choose to classify asset classes, sub-asset classes, geography as they wish.
Asset Allocation
Fully configurable Asset Classification
Users can choose to classify asset classes, sub-asset classes, geography as they wish
Geographical Asset Allocation
Performance and Total Return
Time Weighted Returns (TWR)
The time-weighted return (TWR) multiplies the returns for each sub-period or holding-period, which links them together showing how the returns are compounded over time.
The time-weighted return (TWR) helps eliminate the distorting effects on growth rates created by inflows and outflows of money.
Time Weighted Returns are calculated in the following methods
- TWR on Networth (i.e. Leveraged Returns)
- TWR on Non Cash Assets (i.e. ignores the funding cost of the strategy)
- TWR on Cash Deployed
- Unleveraged TWR
Internal Rate of Return (IRR)
IRR, the performance metric of choice in the PE industry, represents the discount rate that renders the net present value (NPV) of a series of investments zero. IRR reflects the performance of a private equity fund by taking into account the size and timing of its cash flows (capital calls and distributions) and its net asset value at the time of the calculation.
Total Return (including Coupons/Dividends)
Calculated daily, can be reported on any time frequency like daily, monthly, quarterly etc
Realized and Unrealized Gains/Loss
Canopy uses Average Cost method to calculate Realized and Unrealized Gain/Loss. Detailed calculations are available
Risk
Mark to Market Risk
Fx and Price mark to market risk in your account can be visualized in multiple ways
Value at Risk
Actual daily p&l volatility of the particular strategy is calculated. VaR is then estimated using a 95% confidence level and a normal distribution assumption
Volatility, Sharpe/Sortino Ratio
Attribution
Attribution Heat maps
Showing amount of profit and Sharpe Ratio (i.e. how much money was made and how well you made it) in one chart
Attribution Deep Dive
Slice and dice the cause of your p&l in unlimited ways, down to each individual transaction
Fund Look Through
Both Level 1 and Level 2 are possible
