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StokTrib … Evaluate Skill, not Style

Overview. StokTrib … Evaluate Skill, not Style. The Intelligent Attribution Solution. A new generation performance attribution system without the hassle and cost of its less sophisticated brethren. Why StokTrib?

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StokTrib … Evaluate Skill, not Style

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  1. Overview StokTrib … Evaluate Skill, not Style

  2. The Intelligent Attribution Solution • A new generation performance attribution system without the hassle and cost of its less sophisticated brethren. • Why StokTrib? • Developed by leading consultants and technologists in the investment management industry. • Contains all of the information that you need to compete effectively in the institutional market place. • Answers the questions most frequently asked by the gatekeepers of huge pools of institutional assets.

  3. The Intelligent Attribution Solution • Easy as 1-2-3! • Download and install the StokTrib application from our FTP site. • Load beginning of month portfolio holdings to our data center (we take care of the rest). • Generate richly formatted Excel 2007 spreadsheets containing deep, accurate, and informative portfolio analysis. • Benefits to Your Firm • Simple to configure and install. Requires no special hardware, database, or "consulting" to get things set up. • Works with your data, in your format. • Low maintenance. We maintain the data center, so that you can spend your time doing what you’re paid for ... gathering and investing client assets.

  4. What’s New in Version 5? • “Upgrade” is a misnomer … • StokTrib has been completely rethought, re-architected, and re-written. • Application is available in 32 and 64 bit versions, and has been certified for compatibility with Windows 7. • Expanded Benchmarking Options • Standard derived benchmarks. • Customized benchmarks. • Benchmarks constructed from iShares data. • Any other fund or portfolio may be used as a benchmark.

  5. What’s New in Version 5? • Reporting Enhancements • Reports are now distributed as Excel workbooks. • Existing V4 reports have all been expanded. • Addition of MPT Statistics. • Addition of portfolio characteristics and time-series plots. • Overhaul of Identifier Matching • “My Identifiers” technology learns from your data. Match once, StokTrib remembers. • Search by Ticker, CUSIP, SEDOL, ISIN, or issue description. • Search for issues that “begins with”, “contains”, or “sounds like” your entry.

  6. What’s New in Version 5? • Share Data within the Community • Flag your data to share within the community. • Benchmark your funds against any community resource. • Leverage and share fund data with your peers. • Updated Data Imports and Functionality • In addition to the V4 imports, V5 now supports the following: • Advent Axys, APL, and eVestment data formats. • Multi-portfolio, multi-period spreadsheet specification. • Universal import allows you to tell StokTrib how your data is formatted. • Save imports as a profile for recurring use. • Custom interfaces can be developed by Cainsoft.

  7. What’s New in Version 5? • Leverages the Internet • Consolidate and share data. • Build a community of users. • Deliver world-class support and training. • New Development Team • Proactively managing data store. • Constantly adding new functionality. • Provides the potential for customization. • Cainsoft is a Microsoft Certified Partner.

  8. Installation • Basics • Download installer from Cainsoft FTP site. • You will be issued a UserID and Password. • StokTrib reporting requires Excel 2007. • Converting from Version 4? • Delete “dead” data from your StokTrib v4 system. • Upload your V4 Access database to Cainsoft. • We will migrate your data and retain benchmark settings. • Match missing identifiers. • Enjoy the power of Version 5.

  9. Using the StokTrib Application StokTrib … Evaluate Skill, not Style

  10. StokTrib User Interface Home … Maintain your portfolio’s and run attribution analysis. Functionality demonstrated in this video. Import … Migrate holdings and return data to the StokTrib server. Demonstrated in a separate video. Utility … Odds & Ends Demonstrated in a separate video.

  11. View Data • There are two views in the StokTrib interface: • Portfolio … which displays your client and fund records. • Composite … which displays hypothetical constructions of multiple funds. • There are also multiple record sets displayed within the Portfolio View • White Background … your fund data. • Orange Background … iShares data maintained by Cainsoft. • Yellow Background … funds shared and maintained by other StokTrib users.

  12. Record Level • Within the Portfolio and Composite Views there is a record hierarchy, which is conveyed by the use of a “tree” control. • There is a status indicator in the lower right corner of the application, indicating your current record level. • The record level dictates the options available in the application, and the type of attribution analysis that is generated.

  13. Record Actions • Record actions will change depending upon your Data View (Portfolio or Composite), and the record type selected in the data tree. • Some record actions are unavailable for iShares and contributed data.

  14. Portfolio Record

  15. Client and Composite Records

  16. Benchmarking Options

  17. Reporting

  18. Help and Support

  19. Importing Holdings and Returns Data StokTrib … Evaluate Skill, not Style

  20. Available Imports

  21. The Import Process

  22. StokTrib5 Specification Document

  23. StokTrib5 Specification Document

  24. User Defined Input – File Characteristics

  25. User Defined Import – Field Mapping

  26. Advent Axys Import • StokTrib ships with an Advent Axys Report Writer template (ST5_HLDG.rpw) designed to extract holdings data from your system. • This file is located in the \Axys sub directory where StokTrib is installed. • Copy the ST5_HLDG.rpw file into the \rep directory of your Axys system. • By default all Axys security types are imported. To import specific security types, you will need to create report filters using the Axys Report Writer program. • Portfolio return data is read from the gross performance files (.PBF) in Axys

  27. Identifier Matching StokTrib … Evaluate Skill, not Style

  28. Identifier Matching • What is it? • StokTrib utilizes an extensive Compustat database to link returns and characteristic data to your portfolio holdings. • This link is known as “Identifier Matching”. • How is it done? • When you import your data, one of the required fields is an identifier … this may be a Ticker, CUSIP, SEDOL, or ISIN. • StokTrib then looks for your identifier in a reference table on our server. If a match is found, an automatic connection is made. If no match is found, that particular holding is flagged as unmatched, and a manual link must be made.

  29. Identifier Matching • Where do I make my manual matches? • You may match identifiers in two places. The first place is when you import data, it is part of the import process. • The second place is on the “Utility” tab in the StokTrib interface, the button is labeled “Match” • Do I have to manually match the same identifiers each period? • No! StokTrib is pretty smart … it remembers the manual matches that you made in prior periods and those links are memorized, becoming your personal reference table.

  30. Identifier Matching Interface

  31. Identifier Lookup

  32. Custom Matching Table

  33. Attribution Reporting StokTrib … Evaluate Skill, not Style

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