SwissAnalytics
Monitoring Report
The monitoring report is the change report of an already profiled single hedge fund or fund of hedge funds top-down. The report will be provided on a monthly or quarterly basis.
The report comprises around 14 pages. This is a short overview over some of the pages which differ from the profiling report.
The report comprises around 14 pages. This is a short overview over some of the pages which differ from the profiling report.
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The front page of the monitoring report provides information about: | |
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Indicators provide a visual way of highlighting changes of values over time. Up-arrows indicate an increase of a value, while the green or red colour signals if this increase is positive or negative in nature. | |
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This page gives an overview over the changes of the most important risk factors over time. It is an easy way to see how the Rating or LTV changed over time. Furthermore, this page lists the history of all critical values ('red flags'). | |
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The 'Loss Framework' is displayed and changes highlighted thru indicator arrows. | |
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This page is a summary of our quantitative analyses, which are based upon the return series of the Fund since inception. The Fund is compared against its benchmark, and equity and a bond proxy. | |
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This page shows the same fields, however it is based upon a return series since 1997. If the Fund's real-life period is shorter we use our multiple-regression analysis to simulate returns for the past to get a longer history to look at. | |
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This page is one of many detail pages on the quantitative analysis. Information like the rolling return, drawdowns, return distribution and correlations to the benchmark and important indices is shown, both in numbers and in charts. | |
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Our homogeneity tests also compare the Fund against benchmark and proxies. This is a helpful tool to figure out if a Convertible Arbitrage Fund is really following a convertible arbitrage strategy. | |
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A very important part of our quantitative analysis is our innovative multiple-regression style analysis. The goal is to be able to explain the return development of the investment with the help of traceable, and where possible replicable, indices. This allows us to simulate the investment in a stress situation that has already happened, such as the Asian crisis, the LTCM debacle or more recently, the credit crisis - events which may have taken place prior to the funds' existence. | |
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This is a graphical depiction of how the Fund did perform, or would have performed given that our regression analysis holds, during stress scenarios. | |
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Performance tables will give an overview over the performance development of the Fund. Yellow coloured cells indicate simulated values. We also show the development of assets under management which also plays an important role in the qualitative analysis, for example during the assessment of the managers' Fraud risk. |
