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StreetOne's flagship product, StreetMetrics™ is a scalable, robust, accurate and comprehensive portfolio management
system designed to address the stringent requirements of broker-dealers, clearing firms and professional investment
managers. Whether the task involves management of one portfolio holding hundreds of securities or millions of
individual portfolios, StreetMetrics delivers superior performance. StreetMetrics provides a valuable tool for
active and professional traders affording them the ability to quickly analyze cost basis information by tax lots
in real time. Coupled with other invaluable decision support tools, StreetMetrics provides a streamlined,
cost effective, and comprehensive solution for front, middle, and back-office operations.
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Real Time Tax Lot Accounting
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- Automatic cost basis
allocations
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- Support for both long and
short positions and lots
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- Unrealized currency
gain/loss posting on outstanding holdings
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- Proceeds and Realized
Gain/Loss Features
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- Support for multiple
holding periods
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- Multiple levels of
account detail (lot, asset, industry, sector, summary)
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- Wash sale identification
and processing
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- Specific ID
selling
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AIMR/GIPS Compliant Performance Measurement
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- Time weighted rate of
return
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- Internal rate of return
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- Performance excess
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- Multiple return periods:
daily, period to date, month to date, year to date, inception to date
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- Multiple return
categories: Asset, Industry, Sector, Total
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Income Processing
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- Multiple income values:
period to date, month to date,
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year to date, inception
to date
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- Multiple income
categories: Asset, Industry, Sector
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- Position and lot level
income receivable balances
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Corporate Actions and Reorganizations
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- Automatic cost basis
allocations
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- Cash Dividends
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- Stock Dividends
- Stock splits and reverse
stock splits
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- Mergers &
Acquisitions
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- Spin-offs (taxable and
non-taxable)
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Risk Measures
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- Sharpe Index
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- Standard Deviation
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- Downside Risk
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- Alpha
- Beta
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- R Squared
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Year End Statements
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- Fully Automated Schedule
- D Process
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- Fully Automated 1099
Process
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