Performance Attribution
An integrated risk and performance platform that provides a global, multi-asset class, multi-currency, flexible, portfolio analytics offering.
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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.

