A simple way to apply performance attribution analysis is to use a single-factor model, such as the capital asset pricing model (CAPM). The CAPM assumes that the only factor that affects portfolio ...

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 ...

Improved Decision-Making: By providing a clear understanding of the drivers of performance, attribution analysis empowers portfolio managers to make more informed and data-driven investment decisions.

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 ...

Buy-side Awards 2016 Gather any group of performance measurement and attribution professionals together, and talk will soon turn to the trials of data management. Dealing with data input errors, using ...

According to a press release, the most significant addition to Morningstar Direct is performance attribution analysis, allowing users to quantify and analyze the impact of portfolio decisions, like ...

Consequently, you'd want to ask if there was a way to decompose a portfolio's performance in order to isolate the sources of return. In particular, is there a way to analyse the returns of a fixed ...

It tells you how the sector calls taken by the fund manager are working for the fund. If a fund manager is taking an overweight or underweight position in a sector, then how have those calls helped ...