Clients can use:

Multiple Attribution Models

Equity Classic Allocation-Selection AttributionUse the classic Brinson-Fachler attribution for top-down / sector-allocation strategies for equity or balanced portfolios.
Equity Classic Asset-Selection AttributionEvaluate bottom-up / stock-picking investment strategies for equity or balanced portfolios using asset selection attribution.
Equity Factor-Based AttributionIdentify granular sources of return based upon Barra equity factors.
Fixed Income Attribution Identify sources of active return due to yield curve movement and credit / spread bets using the fixed income attribution model.

 

 

 

 

 

Functionality

Asset Class CoveragePerformance Attribution supports equities, fixed income, commodities, ETFs, derivatives and mutual funds across markets globally.
Portfolio Trend AnalysisAnalyze portfolio evolution over reporting periods using multi-period snapshots.
Import ReturnsImport asset returns and define priority within the system.

 

 

 

 Methodology

Arithmetic /
Geometric Attribution

Performance Attribution provides support for both arithmetic and geometric methodologies.

 

 

 Data

Daily DataThe attribution computations are based upon daily holdings data.
Preloaded BenchmarksA large universe of equity and fixed income benchmarks are delivered daily and can be permissioned for licensed clients.
Market ConditionsA wide range of market data and bond terms and conditions are delivered daily reducing the client data management effort.

 

 

 

Flexibility

GroupingClient definitions can be used for grouping results in addition to platform definitions including region, country, Global Industry Classification Standard (GICS®) industry, market cap, sector and rating.