As an ultra-high net worth investor, are you and your investment team frustrated by inaccuracies in investment portfolio data? Do you feel like you’re constantly questioning information in portfolio reports? You are not the only one frustrated by the challenges associated with managing a complex, multi-asset class portfolio.
In our new video series, “The UHNW Portfolio Management Pet Peeve of the Day,” we touch on some of the most common pet peeves we hear from UHNW investors, family offices and private banks. And we offer tips on how to improve your portfolio management technology and process framework to set a new, better standard for portfolio data accuracy.
In our first video, we discuss one of the biggest and most important challenges: IRR calculation. Conducting a simple performance calculation should not result in being off 20-30 points. Yet many UHNW investment teams find that portfolio management platforms often miscalculate fees and margins. In this video, you will learn how you can more accurately capture, categorize and calculate portfolio performance.
If you’re interested in seeing more from the series, watch our other videos: “The Trade Date vs. Settlement Date Dilemma,” “Data Normalization Errors,” “Private Investments on Custodial Platforms,” “Lack of Investment Reconciliation” “Manual Intervention to Fix Inaccuracies,” and “Inaccurate Performance Calculations.”
