Taken at face value, performance attribution is a backward-looking analysis that can only tell you where your returns have been generated. On the other hand, for sophisticated institutional ...

Join our hands-on workshop on Investment Performance Reporting, Equity Attribution, and Ex-Post Risk. Gain crucial skills in performance analysis, client reporting, and problem-solving. Ideal for ...

The performance of any fund is the outcome of the process that went behind managing the fund. A fund manager’s return performance can be gauged by the return of the fund vis-à-vis that of the ...

Investment Performance, Attribution and Risk are complex topics. Each includes concepts distinct from, for example, Investment Reporting, Accounting or Fund Pricing.

As an illustration, we consider two active funds within the large-cap category, Fund A and Fund B. We run a standard Brinson performance attribution analysis, which splits the active performance ...

The performance of any fund is the outcome of the process that went behind managing the fund. A fund manager’s return performance can be gauged by the return of the fund vis-à-vis that of the ...