IDS Data Analytics unlocks the full potential of data for fund management, risk and performance measurement.

IDS Data Analytics unlocks the full potential of data for fund management, risk and performance measurement. The analysis processes are aligned with the individual investment processes for assessing risks and their causes as well as deriving performance from individual investment decisions down to the individual basis point. Flexibility is the key: Solutions and their combinations are available for any given challenge.

Data Analytics Services

  • Risk Measurement

    Anyone looking to take advantage of opportunities while limiting risk must measure how risk drivers affect their investment performance. IDS provides the right methods, such as: Monte Carlo simulation for ex ante risk measurement of non-linear portfolios, configurable stress tests for scenario calculations or determining the effects of individual investments and sub-portfolios on value-at-risk – including validation through back-testing.

  • Attribution Analysis

    Asset allocation, selection, timing? IDS' attribution analysis measures quickly and with pinpoint accuracy the decisions driving outperformance compared to the relevant benchmark. This can be based on individual transactions, perfectly matched to the respective investment process including fixed income or balanced mandates, or overnight based on end-of-day positions. Specific analyses are also available for funds of funds and overlay mandates.

  • GIPS Verification Process

    The Global Investment Performance Standard (GIPS) sets rules for calculating investment performance - with an eye to performance rankings, too. IDS calculates the GIPS performance across all funds of an asset class and compiles the data material ready to be certified by an auditor.