CAPS 4.0 generates reports that help investment firms stay in compliance with AIMR-PPS®/GIPS®. There are currently over 25 different preset reports on the system, many of which have been designed by our clients. Most preset reports have multiple column display options (e.g. Total Net Return or Equity Gross Return) and calculation method options (e.g. Asset Weight or Equal Weight). For simplicity, we have categorized the reports in four sections: Assets Under Management, Audit, Performance and Summary Reports. CAPS also includes Risk Measures reports in the fall 2005 release .

The information within each report can be exported to a word processor or spreadsheet for presentations or further analysis. Many reports include a data view option for bare-bones data export.

Custom data extracts can also be generated and saved through a SQL Manager function.

The CAPS Report Builder function enables users to create and save any custom report

Performance
Performance reports provide composite asset- and equal-weighted performance on a monthly, quarterly, annual, annualized and cumulative basis over any specified time period. When reporting a composite, the system also reports each asset class that is represented by portfolios included in that composite.

Performance reports also include composite standard deviation. Internal composite standard deviation can be calculated on an asset- or equal-weighted basis over any time period. There are also detail reports for this information, which help auditors verify the portfolios included in the calculation. Index performance information can be uploaded into the system and reported with composite results.

Assets Under Management
Asset reports provide detailed information on the assets under management and which type of assets are being included in composites. Summary reports provide the total assets in each composite and the market value of assets not assigned to a composite. These can be run from any specific date and composites can be broken down into their component portfolios and show each portfolios relative weight within the composite.

Audit
These reports are designed to point out errors in composite construction and help ensure that composites have been properly constructed and maintained. The audit reports provide summary and detailed information on composites and their underlying accounts for rapid compliance verification.

Summary Reports
Summary reports are designed to keep managers and administrators informed on composite performance. These reports slice and dice the numbers to provide everyone with the information they need.

The reports in CAPS 4.0 are designed to provide users with fast, accurate information on performance and the AIMR-PPS®/GIPS® compliance process.

The fall 2005 version of CAPS 4.0 includes Risk Measures such as Sharpe, Treynor and information ratios, Beta and Tracking Error.

 

The CAPS Report Builder, also a new fall 2005 feature, provides an easy way for users to format and save reports.

For sample reports, see CAPS Sample Reports  

Please note: The information provided here contains only some of the features and capabilities of the reporting categories. For more information contact CAPS directly.