DVS Ratio Calculation Engine

Master Your Financial Risk and Performance Ratios

DVS Ratio Calculation Engine comes with an array of pre-defined, customizable financial, risk controlling and performance measurement ratios to make risk, returns and other quantitative and qualitative fund benchmarks transparent. Complex user-defined financial ratios can be conveniently added.

With this module for DVS Fund Warehouse, you calculate your financial ratios at high performance as part of the ETL-process or on the fly during data analysis as well as during the report generation process.

Your Benefits

  • One-stop-shopping: One comprehensive platform consistently supports all your data management, data analysis and reporting needs.
  • Easy definition of financial ratios: Most common ratios are pre-defined and come with the system ready for use. Intuitive ValCalc scripting language allows for convenient definition of the most complex user-defined ratios.
  • Focus on business objectives: Access to all required data is provided through DVS' business functions without the need for SQL coding.
  • Continuous risk transparency and performance measurement: calculate your ratios during the ETL process or store them or compute them on the fly, during data analysis or during report generation.
  • Calculate financial ratios quicker thanks to bulk calculation and parallelization functionality.

Key Features

  • Pre-defined and customizable risk controlling and performance measurement ratios
  • Ratio calculation during ETL-Process or on the fly during analysis or report generation
  • Definition of user defined ratios using a powerful scripting language ValCalc supported by data and control structures
  • Powerful debugger and memory inspector for checking the implemented business logic
  • Automatic code completion and highlighting
  • On the fly compilation and syntax check
  • Exception handling
  • Audit-proof versioning of ratio calculation definitions
  • Historization of calculated results

Analysis Features with DVS Ratio Calculation Engine

The DVS Ratio Calculation Engine comes with an array of predefined risk controlling and performance measurement ratios ready for use. Among others these comprise:

Ratio Functions
  • Average Cashflow
  • Average Shareprice
  • Maximum and Minimum Prices
  • Performance
  • Reinvestmentrate (BVI Method)
  • ROI (Return on Investment)
  • Sharpe Ratio
  • Value at Risk
  • Annualized Volatility
Benchmark Related Ratio Functions
  • Active Return (BVI Method)
  • Beta Factor
  • Correlation
  • Information Ratio
  • Jensen's Alpha
  • Tracking Error
  • Treynor Error
  • Benchmark Return

Check Out Related Data Management and Reporting Solutions

Data Management
Factsheets, Client Reporting
DVS Performance & Benchmark Module
Annual and semi-annual reports

If you have further questions, please do not hesitate to email us or simply call your local office.

 

Swiss Life Funds AG

The enhanced reporting functionality of the DVS Fund Warehouse platform greatly increases the efficiency of report production in our multilingual environment. We pride ourselves on our ability to perform for our clients, and Princeton Financial Systems' DVS Fund Warehouse platform puts us in a position where we can continue to deliver first class service and results.
Swiss Life Funds Press Release

Swiss Investment Company (SIC)

Swiss SGK is modernizing its IT core systems for compliance, fund inventory and reporting with solutions from Princeton Financial Systems. The heart of their new IT architecture is the DVS Fund Warehouse.
SGK Success Story