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

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A selection of Equity Attribution related articles from the StatPro blog can be found here.

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