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Performance Attribution can help to analyze the sources of portfolio risk and return on an absolute or relative basis and to help make informed investment decisions.

Multi-Asset Class - Enabling clients to analyze portfolios across a comprehensive range of global asset classes including derivatives.

Multi-Currency - Perform attribution provides clients the ability to analyze on single or multi currency portfolios.

Multiple Attribution Models - choose an attribution model that appropriately reflects an investment process:

  • Equity Classic Attribution – top-down / sector allocation or bottom-up / asset selection
  • Equity Factor Attribution – align sources of risk and return using Barra factors
  • Fixed Income Attribution – yield curve positioning and credit bets

One Platform for Risk and Performance - Clients can benefit from a single data load and reconciliation process to fulfill both risk and performance attribution analysis.

Market and Asset Data - Daily market and asset data, including equity, fixed income and derivative asset returns exist within the system.

Intuitive - A streamlined workflow makes attribution reporting efficient.

Data Loading & Reporting Automation - Loading of portfolio data and performance attribution reporting can be an automated process.

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