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GEM2 in Factor-based Performance Attribution

MSCI invites you to a webinar where we will discuss Equity Factor-based Performance Attribution reporting in BarraOne using the Barra Global Equity Model (GEM2).

Users can utilize GEM2 to decompose their portfolio active returns into contribution from global factors in addition to the market specific factor drill-down that is provided by the Barra Integrated Model (BIM).

Agenda Topics Include:
  • Performance attribution analysis using GEM2
  • Comparison of return breakdown between GEM2 and BIM
  • How are non-equity assets handled
  • Case study

Video - Client Only ยป