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.
- 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.