Calculate Performance Statistics

Calculate Performance Statistics

Demonstrate the value you add with meaningful performance statistics

What We Can Do For Your Firm

Risk-Adjusted Performance Statistics

We calculate common risk-adjusted statistics so you can easily demonstrate that your strategy has outperformed your benchmark and peers on a risk-adjusted basis. Example statistics include, Sharpe Ratio, Information Ratio, Sortino Ratio as well as other common returns-based appraisal measures.

Historical Portfolio Track Record

Utilizing available books and records, we can compile data and calculate performance statistics for a portfolio. This is often done either to examine the accuracy of a previously-calculated performance track record or to build the historical performance information needed to market a new firm or strategy.

Back-Tested Model Performance

Based on trading rules you create, we can build a hypothetical portfolio to demonstrate a historical performance track record. Deliverables include a performance report showing historical performance statistics as well as disclosures regarding the calculation methodology used.

Aggregate Portfolio/Household Performance

We can aggregate account-level performance information that you want reported at a portfolio or household level. This will improve dispersion measures by aligning your performance reporting with how you actually manage your strategy.

Demonstrate Your Abilities

Present performance appraisal measures that highlight the value you add

Longs Peak can help your firm identify and calculate appropriate performance appraisal measures that will best demonstrate the value you add as an active manager to your prospective clients.

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Market New Strategies

Performance statistics for live or hypothetical portfolios

Whether it is based on a hypothetical trading strategy or a live account with historical books and records, we can construct a performance record and calculate statistics for use when marketing the strategy to prspective clients.

Create Meaningful Performance

Aggregate accounts to present household performance

Strategies are often implemented at the portfolio or household-level (comprised of many smaller accounts) while performance reporting is only available at the individual account-level. Longs Peak can aggregate your accounts into larger portfolios or household groups to ensure your reporting reflects your management at the level it was implemented.

Investment Performance and GIPS Consulting

Are you interested in learning more about our consulting services? Talk to one of our GIPS consultants or performance experts today!