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.
Leading Providers and Funds rely on EDS
Our partners include Northern Trust, Factset and MSCI. Our customers include leading Hedge Funds and Asset Managers, including marquee Tiger Cubs, Citadel Spins, Point72 Alums, as well as Former Maverick, Viking and Bernstein Teams. All are available as references.