Posts Tagged: Attribution Analysis

Imagine this. You are an investment professional whose responsibilities include presenting and explaining performance to institutional clients, and you have just wrapped up a 15-minute presentation to the investment committee of an endowment fund. The committee members are reasonably knowledgeable and the portfolio’s return is acceptable. Your remarks covered the portfolio’s quarterly results compared to Read more…

At our annual company away day earlier this summer, we engaged in heady discussions about StatPro Seven, our flagship middle office analytics solution, and StatPro Revolution, our new cloud-based platform for portfolio analytics and reporting. You may have heard a little something about Revolution during our North American debut of the platform at Morningstar. While talking Read more…

In one sense there ought not to be too much discussion about the relative merits of money-weighted or time-weighted attribution, the attribution methodology must be consistent with the methodology used to calculate the total return of the portfolio, hence for time-weighted returns use a time-weighted attribution methodology and for money weighted returns use a money-weighted attribution methodology. Read more…