Equity Attribution Insight

How visual & interactive Equity attribution can add value

Equity attribution quantifies the relationship between a portfolio’s excess return and the active decisions of the portfolio manager. It is an important measure to provide feedback to portfolio managers, senior management and in turn clients, on why the portfolio either outperformed or underperformed the benchmark.   Managers can use StatPro Revolution’s equity attribution to assess how well their investment strategy is performing, whilst investors can use it to assess both the extent to which a fund manager is following his or her investment strategy and, critically, whether past performance is likely to be repeatable in future. Even with the asset management industry witnessing a strong return to growth, active fund managers have seen their share of AUM decrease. Read StatPro’s latest white paper to learn how attribution can help you;
  • Differentiate
  • Justify fund fees
  • Bring retail-style innovation to institutional clients
  • Diversify your offering

Complete the form to download the white paper

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A selection of Equity Attribution related articles from the StatPro Knowledge Center.

  • Turning the tables on passively managed funds

    The headwinds for actively managed equity funds are formidable. After too many years where too few managers were able to beat their benchmark, investors are increasingly voting with their wallets. The AUM of passive investment products such as ETFs and tracker funds is forecast to double over the next two years. It is easy to ...

    By Gert Raeves

  • Equity Attribution Systems

    Dan Potvin, Senior Business Development Manager, North America shares his views on equity attribution.

    By Dan Potvin

  • StatPro Revolution Update – January 2013

    This January release of StatPro Revolution brings with it some great functionality and insightful new dashboards. Stock-level equity attribution, annualized performance, annualized attribution and multi-portfolio analysis.

    By StatPro Revolution

  • StatPro changes Tariff

    At StatPro we are always trying to find ways to offer our clients better value for money. We have, we believe, a first class range of products covering Performance Measurement, Equity Attribution, Fixed Income Attribution and Risk. We also have a great reporting

    By Justin Wheatley

  • The Future Landscape of Performance Attribution

    It is now 20 years since the publication in the Financial Analysts Journal of the “Determinants of portfolio performance” by Brinson, Hood and Beebower, and together with “Measuring non-US equity portfolio performance” published in the Journal of Portfolio Management a year earlier by Brinson and Fachler, these papers collectively now known as the “Brinson Model” ...

    By Carl Bacon

Advanced Equity Attribution

StatPro Revolution provides advanced equity attribution following the standard Brinson methodology. It breaks down a portfolio’s performance into allocation, selection and optionally, interaction. Attribution analysis can be calculated in StatPro Revolution using either the arithmetic (GRAP) or geometric approach.

Screen Shot 2015-04-29 at 09.59.56 Attribution models offered in StatPro Revolution

  • Top Down Attribution
  • Bottom Up Attribution
  • Multi-currency attribution
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Attribution articles from key sources around the web

The Power of Active Management: Stick To Your Convictions

Active managers are paid to have conviction — to step decisively away from their benchmark and pursue returns by distinguishing good investments from bad. For active management to be most powerful, however, those convictions must be solid, and more importantly, they need to last. Source: MFS Investment Management Read the article

Active management’s many benefits are poorly understood

Active management is increasingly decried as an emperor without clothes… Source: ft.com Read the article