DVS Ratio Calculation Engine

Master Your Financial Risk and Performance Ratios

DVS Fund Warehouse 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 using DVS' built-in Function Editor and proprietary scripting language ValCalc. DVS Fund Warehouse's highly flexible Ratio Calculation Engine, a supplementary module, computes financial ratios at high performance as part of the ETL-process or on-the fly during data analysis or when generating reports.

Your Benefits

  • One-stop-shopping: One comprehensive platform consistently supports all your data management, data analysis and reporting needs.
  • Calculate financial ratios quicker: Most common ratios are pre-defined and come with the system ready for use.
  • Easy definition of new ratio calculations: 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.

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 definitions
  • Journaling 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:
  • Sharpe Ratio
  • Tracking Error
  • Treynor Error
  • Value at Risk (VaR)
  • Return on Investment (RoI)
  • Information Ratio
  • Active Return/Annualized Return (BVI-Method)
  • Annualized Volatility
  • Beta-Factor
  • Correlation
  • Covariance
  • Discrete Benchmark Performance
  • Fund Performance (BVI-Method) /Jensen Alpha
  • Reinvestment Rate (BVI-Method)
  • Volatility
  • Volatility return / Variance
  • Return Benchmark Annualized

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 platform greatly increases the efficiency of report production in our multilingual environment. We pride ourselves on our ability to perform for our clients, and PFS' DVS platform puts us in a position where we can continue to deliver first class service and results.
Swiss Life Press Release

Clariden Leu

With DVS, we are able to guarantee consistent data organization and data of the highest possible quality. And we can deliver the correct data quickly and for any purpose required! This is why, for Clariden Leu, DVS represents the central data hub for its fund business.

FinOps AG

The seamlessly integrated PFS solution MIG21®, ORS and DVS is more than just software - it supports and drives our fund processes and is a central selling point due to its high performance. We were impressed not only by the technology itself and the cost effectiveness of the systems, but also by the high quality of PFS' support and services.
FinOps Reference Story

Central Data Hub with DVS

Swiss SGK is modernizing its IT core systems for compliance, fund inventory and reporting with PFS solutions. The heart of their new IT architecture is the fund warehouse DVS.
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