PREHEAT oven to 325°F. Beat whipping cream with electric mixer on high speed until soft peaks form; set aside. Mix steak sauce, onions and horseradish in medium bowl. Add whipped cream; stir gently until well blended. Cover. Refrigerate until ready to use.
SEASON meat with salt and pepper; place in roasting pan.
BAKE 45 minutes to 1 hour 15 minutes or until cooked through. Cut meat into thin slices. Serve with whipped cream mixture.