The Symmetric Returns Reports provide an automated, industry standard reporting infrastructure for tracking individual manager returns and the returns of portfolios of managers. Clients upload historical return-streams and exposures to the Symmetric Data Manager by copying and pasting into an excel-like interface that is fully editable. The manager-level returns analysis provides an Excel or PDF report standard statistical analyses, including alphas, betas, correlations, drawdowns, etc. The portfolio-level returns analysis provides an Excel or PDF report on how the combined portfolio of manager-allocations performs.

The Symmetric Flows Report provides a workbook that shows the flow of hedge fund ownership of positions in a watchlist. The first worksheet provides the quarter over quarter measures of each position in the watchlist. These include: the number of managers that own it; the numbers increasing, decreasing, initiating or exiting the position; the corresponding dollar flows; hedge fund crowding and consensus (popularity) measures; and the liquidity of hedge fund exposure. The second sheet provides tables for each position and lists all managers that relate to these measures -- who’s entering, exiting, growing or sizing down an individual position, for example.

The Symmetric Long/Short Alpha Report provides a workbook that shows the alpha generated by managers' long and short portfolios. Clients upload historical long/short attribution and gross/net exposures data to the Symmetric Data Manager by copying and pasting into an excel-like interface that is fully editable. Users then select an appropriate benchmark for the manager. In seconds, the alpha report analyzes the manager's ability to generate alpha on the long and short side of their portfolio.