Analytics Platform for Asset Managers

Make every decision defensible.

Multi-asset attribution, pre-trade controls, mandate oversight, and regulatory reporting. For AMCs running mutual funds, PMS, and AIF, on one platform.

ValueAT EQ Long-Short Fund·vs NIFTY 50

H1 2019 · 177 days · INR

▼ 0.68%

Fund return

0.00%

Benchmark

0.00%

Active

▼ 0.68%

Brinson-Fachler attribution

Index

8.43%

-5.02%Allocation+3.68%Selection-2.03%Timing+2.69%Derivative

Fund

7.75%

One Connected Platform

Connected analytics. Faster decisions.

ValueAT brings attribution, pre-trade analytics, mandate control, and regulatory reporting onto one platform. Every workflow reads the same reconciled data. Decisions move at the pace of the market, not reconciliation.

Attribution

Pre-Trade

Mandate

Risk & Regulatory

One Reconciled Data Layer

01Attribution Engine

Attribution the way your IC actually thinks.

Decompose returns the way the committee already discusses them, with the right method per asset class. Brinson for equity, successive-spread for debt, clean asset-class effects for everything in between.

Attribution Hierarchy

Brinson-Fachler · all figures %

Level
Alloc
Sel
Active
Fund
-5.02%
+3.68%
-0.68%
Financials
+0.07%
+3.34%
+2.04%
ICICI Bank Ltd
+1.80%
+1.35%
HDFC Bank Ltd
+0.90%
+0.62%
Bajaj Finance Ltd
+0.50%
+0.23%
HDFC BANK AUG 25 FUT
+0.14%
-0.23%
Consumer Staples
+0.42%
-0.20%
+1.11%
Information Technology
-0.80%
-0.38%
-0.50%
Health Care
-1.24%
-0.36%
-0.82%

Multi-asset, multi-vehicle

Equity, fixed income, hybrid, and FoF. Across mutual funds, PMS, and AIF, on one engine.

Fixed-income depth

Successive-spread carry, curve, roll-down, credit, and selection. Maturity-bucket and rating views layered in.

IC-shaped output

Custom hierarchies and peer attribution, so outperformance is explained at the IC, not just claimed.

02Live Portfolio & Pre-Trade

Catch the breach before the order leaves the desk.

Project every proposed trade against duration, rating, issuer, and sector limits before the dealer sees it. Live exposure, shared by the whole desk, refreshed continuously.

Pre-Trade Impact

ValueAT MIP Fund · CRISIL Composite

Proposed Trade

BUY

7.40% IRFC 2034

Quantity₹ 100 Cr
Yield7.42%
Maturity9.5 yr
TagOutright

Verdict

HOLDSector concentration breach

PSU exposure exceeds 30% mandate limit. Override requires CRO sign-off.

Portfolio Impact Projection

Modified Duration

limit ≤ 5.5 yr

4.85 yr5.18 yr(+0.33)

AAA Bucket

limit ≥ 60%

62.5%67.5%(+5.0%)

PSU Sector Exposure

limit ≤ 30%

28.5%33.5%(+5.0%)

IRFC Issuer Exposure

limit ≤ 10%

4.4%9.4%(+5.0%)

Pre-trade impact projection

Duration, rating, sector, and issuer limits checked before the order leaves the desk.

One shared workspace

Fund manager, dealer, ops, and compliance see the same screen. No email chains, no after-the-fact surprises.

Connected to live market

Real-time NAV, holdings, exposure, and overnight P&L per scheme. Corporate-action adjusted, refreshed continuously.

03Mandate & Model Control

From the model to every client account.

Measure the gap between model and every account, continuously. The same engine handles offshore advisory mandates with their layered jurisdictional limits and currency overlays.

Model & Account Dispersion

ValueAT Bluechip Equity PMS · 142 accounts

Model Strategy

BLUECHIP EQUITY
Strategy AUM₹ 4,820 Cr
Accounts142
InceptionMar 2019
Tolerance band±2.50%

Verdict

3 DRIFTEDOutside band

Auto-flagged for RM review and rebalance queue.

Account Tracking

Active weight vs model

TOLERANCE ±2.50%−5%−2.5%MODEL+2.5%+5%

Flagged Accounts

Outside ±2.50%

AccountActive Wt.Top DriverDays
PMS-1042+3.40%HDFCBANK overweight4d
PMS-0987+2.85%Cash drag2d
PMS-0334−3.20%TCS underweight6d

Model vs. every account

Active weight, sector drift, tracking error, and PMS inter-account dispersion. Flagged before clients notice.

Offshore advisory engine

Layered country, currency, issuer, liquidity, and ESG limits per host jurisdiction, reconciled against Indian advisory rules.

Multi-currency mandate

Per-currency exposure caps and hedge-ratio targets enforced as portfolio rules. Drift flagged the moment a position exits its band.

04Risk & Regulatory

Compliance that runs nightly, not quarterly.

SEBI's inter-scheme overlap formula computed nightly, every fund pair. ADV-based liquidity under stressed scenarios. Audit trail retained automatically, ready for inspection without preparation.

Inter-Scheme Overlap Monitor

ValueAT AMC · 6 equity schemes · SEBI MF Master Circular

Compliance Run

SEBI MF MASTER CIRCULAR
Pairs computed15
Threshold≤ 50%
Last run04:30 IST

Verdict

2 BREACHED≥ 50% threshold

Pairwise Overlap

Today's run

BluechipLarge Cap+Multi CapMid CapFlexi CapFocused 30BluechipLarge Cap+Multi CapMid CapFlexi CapFocused 3058%35%32%12%8%28%38%36%41%24%52%49%30%6%33%
0% → 50%
≥ 50% breach
45–49% near-miss

Breached Pairs

Bluechip × Large Cap+58%
Bluechip × Focused 3052%

SEBI overlap, nightly

Every fund pair computed on the SEBI formula. Heat-mapped, threshold-alerted, audit-trailed.

Liquidity under stress

ADV-based liquidation horizons across normal and stressed scenarios, with configurable participation rates.

Always current

Aligned to the latest SEBI circular as it ships. No product update required on your side.

05Data Foundation

Reconciliation runs while you sleep.

Holdings, NAV, transactions, benchmarks, corporate actions, and prices. Pulled from custodian, fund accounting, market data, and exchange feeds. Reconciled overnight, trusted by morning.

Data Foundation

Overnight pipeline

CustodianLIVEFund AccountingLIVEMarket DataLIVEExchange FeedsLIVE
Attribution
Pre-Trade
Mandate
Compliance
ReconciliationRECONCILED

Pre-built connectors

Custodian, fund accounting, market data, and exchange feeds. Wired and maintained, no rip-and-replace.

Reconciled overnight

Breaks ticketed, classified, and SLA-tracked. Trusted numbers by the morning IC.

One source for everything

Attribution, pre-trade, mandate, and compliance. All reading the same reconciled data layer.

Top AMCs, PMS, and insurance investment teams use ValueAT to get an edge on every basis point.

ICICI Prudential AMC
Aditya Birla Sun Life AMC
Motilal Oswal
Nippon India Mutual Fund
Axis
SBI Life
ICICI Prudential AMC
Aditya Birla Sun Life AMC
Motilal Oswal
Nippon India Mutual Fund
Axis
SBI Life

See ValueAT on your own funds.

The fastest way to evaluate ValueAT is to point it at a sample of your schemes. We can have a working environment up in two weeks.