OFA

SAS Offshore Fiduciary Averages (OFAs) are a set of indices based on the discretionary portfolio performance data held within the SAS Profiler database. OFAs provide a unique set of benchmarks for trustees and investment managers responsible for running segregated and pooled investment portfolios for offshore clients.

OFAs covers three reference currencies and four risk profiles. The three investment currencies are Sterling; US Dollars and Euro. The three risk profiles are Absolute Return, Conservative, Balanced and Growth.

Risk Categories

Rather than using asset class weightings as the basis for classification, OFAs use the realised and expected volatility of each discretionary portfolio as the basis for determining the appropriate risk category.

Coverage

Each discretionary portfolio in the SAS Profiler database is classified according to risk profile and currency. Over 4,000 portfolios are screened for inclusion in the averages each quarter.

Contributors

Investment managers and trustees who supply discretionary account performance data directly into the SAS Profiler system are given access to the OFA indices free of charge and can use them in marketing literature. Non-contributors are required to subscribe prior to using any of these indices for internal or external purposes.

To subscribe to the SAS OFA indices, please contact us.