Powerful Performance Attribution Tailored to Your Needs

Know your strengths. Repeat your successes. Identify your blind spots. Easily, because you’ve automatically measured your decision-making.

Understand what drives your performance on an absolute or relative basis.

EDS provides a tailored approach to attribution, so you (and your investors) know how each strategy, position or team member is impacting the fund/portfolio across any time frame, including intra-day.

Create any risk or attribution analysis you can think of – by analyst, geography, hit ratios, Sortino, Sharpe, etc. 

EDS is the most configurable and cost-effective solution available. 

A scalable approach that drives better decisions

  • Using the Brinson-Fachler model, breakdown performance by allocation, selection and interaction effect.
  • View your portfolio’s gross and net exposures overtime on an absolute or relative basis.
  • Understand how each strategy, position or team member is impacting the portfolio across any time-frame.
  • Isolate and optimize your risk and performance across any macro, industry and individual style factors.
  • Monitor the performance and risk that comes from asset selection vs. common factors.
  • Intra-day analysis can show you what is driving the markets.
  • Calculate portfolio statistics including Hit ratio, Sortino ratio, best month return, and worst month return.