Drive better investment decisions with an integrated approach to attribution, harnessing all performance metrics to generate meaningful insights, understand your strengths and know your blindspots.
Identify and measure
- View your portfolio’s gross and net exposures overtime on an absolute or relative basis.
- Analyze top-down by strategy, geography and sectors, and bottom-up by position and team members.
- Monitor the performance and risk that comes from asset selection vs. common factors.
Understand what is driving the markets
- Isolate and optimize your risk and performance across any macro, industry and individual style factors.
- Calculate portfolio statistics including Hit ratio, Sortino ratio, Sharpe, best month return, and worst month return.
- Use the Brinson-Fachler model to decompose the active return of any portfolio into asset allocation, selection and interaction effect, across multiple time periods.
Repeat your successes and optimize resources
- Switch between funds, models and strategies, while bringing in internal data or custom formulas that are tailored to each team.
- Understand how each strategy, position or team member is impacting the fund/portfolio across any time frame, including intra-day.
- Configure reporting according to your needs, such as for monthly reporting, adhoc investor questions, or investment team-related analysis.
Benefit from our integrated performance attribution system
- Integrate attribution intelligence into all investment workflows — idea generation, research management, portfolio construction and risk management — to enhance outcomes.
- Optimize position sizing based on attribution metrics (i.e., hit ratios, risk metrics, sector exposure, analyst performance).
- Identify opportunities and threats more effectively by bringing exposure, as well as risk and performance attribution, into the portfolio dashboards.