MSCI in Practice: Tailoring return drivers for different stakeholders using performance attribution for multi-asset solutions
We are pleased to continue our MSCI in Practice series to bring you actionable insight to help build better portfolios. On July 14, we present: Tailoring return drivers for different stakeholders using performance attribution for multi-asset solutions.
Portfolio managers are increasingly employing multi-asset class strategies to meet their clients’ bespoke requirements. These strategies aim to capture return drivers that can be difficult to communicate to multiple stakeholders. MSCI’s Multi-Asset Class (MAC) Model provides flexibility to tailor the granularity of risk and return drivers captured -- from extremely detailed to inform portfolio management decisions to more streamlined for board-level reporting.
Join MSCI experts as they highlight how BarraOne and the MSCI MAC Model supports a tailored communication of multi-asset return drivers to different stakeholders, from portfolio managers to institutional investment boards.
- Identify & communicate risk and return using MSCI’s MAC Model
- Tailor Granularity of multi-asset return drivers using Tier Factor Models
- Examine return contributions and whether exposures paid off using MAC factor performance attribution
- Understand ex-post MAC factor return contributions in alignment with ex-ante factor risk exposures
- Climate & manager attribution: attribute returns to multiple strategies, including carbon emissions and separate managers
Please click here to view the on-demand recording.
Jul 14 2021
8:00 a.m. PDT
11:00 a.m. EDT
4:00 p.m. BST
Scroll the table to the right to see more