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Multi-Portfolio Attribution Across All Asset Classes, Strategies, Managers And Fund-Of-Funds

Please join us for a webinar highlighting our Visualization solution within BarraOne Performance Analytics.  We will demonstrate how this can be applied to carry out Multi-Portfolio Attribution (MPA) of a hierarchical investment structure for Asset Owners, as well as, Asset Managers. The effectiveness of the process will be illustrated using important and “real world” use cases.

Agenda Topics

  • Multi-Portfolio Attribution Use Cases for Asset Owners and Asset Manager Asset Allocation Strategies – Application of Policy Weights Over Time to Represent Strategic Asset Allocation Decisions
    • Blended Benchmarks – Periodic Rebalancing of the Components of a Blended Benchmark
    • Fund of Fund Structures – Capturing Proportional Ownership of Another Fund
  • Capturing Tactical Asset Allocation, Manager Selection, and Benchmark Mismatch
  • Presenting the Results with our Visualization Solution

Video - Client Only »