Portfolio Module

Powered by Sigma portfolio and Risk server TOP includes powerful real-time portfolio functionality.
SoftCapital´s Portfolio & Risk Analytics solution “Sigma” empowers you with the tools required to successfully implement your portfolio investment and risk management strategies.

Beyond a portfolio’s P&L and its performance against relevant benchmarks, are the added concerns of liquidity and cash flow, regulatory changes and market events. From benchmarking to backtesting and from screening to stress testing, our portfolio and risk analytics tools give you immediate access to a depth of knowledge and insight that helps make your course of action clear.

Normally in a large trading portfolio result changes appear for every new tick in the market place, making it difficult to get an overview of the result. In the Sigma system all changes in portfolio positions are immediately brought to the attention of those responsible for the P&L supervision. This applies no matter where in the organization these changes originate.

Position breakdown

Traders with positions in multiple countries and segments need an easy way to overview profit/loss and risk. In traditional trading systems this usually requires setting up portfolio structure split by countries or segments, a time-consuming process both to setup and to maintain.

The position breakdown visualizes portfolio exposure with a high degree of flexibility. Using parameters of your choice, broken down by sectors, countries or any proprietary instrument grouping.
Visually in graphs, pie charts or in the portfolio grid as a summation row.


    • Break down portfolio exposure depending on instrument classification (such as Sector/Subsector, Region/Country etc).
    • Support multiple overviews simultaneously for the same portfolio.
    • Controlling depth of position breakdown.
  • Additional position filtering to view for instance country positions broken down by sector.

Foreign exchange risk

Keeping track or a large portfolio with a mix of instruments both spots and derivatives is a challenge that only a few investment management system can address in a user friendly and efficient way. Adding worldwide trading in various currencies makes a user friendly scenario even harder.
We have solved this challenge and present the currency exposure in net terms to the base currency (or any other) Currency pairs are automatically broken down into their respective base.
This makes netting of the currency risk of any portfolio an easy task, should the portfolio owner wish to eliminate any foreign exchange risk.

Virtual portfolios

Sigma continuously monitors and displays the positions of all the financial instruments in the specific portfolio or a virtual portfolio and give totals and sub-totals by currency, instrument, underlying and user in either realized or unrealized terms. The result can be presented by dealer, affiliate, group or instrument or almost any conceivable form. This is the only way you can identify, measure and manage your result.
Virtual portfolios are created manually by drag n´drop or by a defined ruleset

Performance attribution

Understand why your portfolio outperformed or underperformed a benchmark over a historical time period and analyze how the structure of your portfolio contributed to your active performance. Leverage our proprietary risk models to assess how various risk factors contributed to your portfolio’s performance.

  • For equity portfolios, break down your active return in terms of sector allocation, security selection, and currency movements.
  • For fixed income portfolios, further attribute your active performance to changes in interest rates and spread effect.