Performance Attribution – getting under the hood with s&p dow jones indices links

(Last Updated On: August 9, 2018)

 

This is from the latest guest blog I posted yesterday. Here some highlights where you can read this entire article including s&p dow jones indices here:

Understanding where returns really come from and what they mean

Attribution analysis involves comparing a portfolio’s performance against a set benchmark and unpacking the excess return to examine the impact of various investment decisions. We list below our selection of the best reports on the subject.

In our first two papers, we focus specifically on risk-adjusted returns, recognising that Modern Portfolio Theory assumes that higher risk should be compensated by higher returns. Register today for free and immediate access to the papers below – and 20,000 others!

SPIVA® Through a Risk-Adjusted Lens (S&P Dow Jones Indices, July 2018)

Modern portfolio theory purports that greater risks should be compensated with higher returns. S&P Dow Jones Indices examines actively managed funds and evaluates their risk-adjusted performance.

How Sharp is the Sharpe-Ratio? Risk-Adjusted Return Measures (StatPro, 2016)

This StatPro paper compares the Sharpe Ratio with a number of competing and complementary rations for assessing risk-adjusted returns.

Performance Attribution through a Factor Lens (Invesco Risk & Reward, July 2018)

Turn to p42 of Invesco’s quarterly Risk & Reward magazine for a six-page discussion of how standard attribution analysis techniques can be adjusted to develop a factor attribution which reconciles realistically with the investment process.

Total Portfolio Performance Attribution Methodology (Morningstar, 2015)

Morningstar reviews methods for analysing and attributing portfolio performance, decomposing returns into decisions that stem from the plan sponsor versus those that stem from the investment manager.

Only HOT bitcoin Ethereum is profitable crypto currency today. LAToken anyone?

If not, check out this article:

http://quantlabs.net/blog/2018/08/hot-btc-eth-profitable-crypto-currency-today

I have posted a new video to showcase in a slide presentation on the benefits of this membership. You an always join here if interested. (This was posted yesterday)

http://quantlabs.net/blog/2018/08/what-top-quant-grads-make-on-wall-st-huge-20-upper-moves-on-crypto/

 

Get your analytics info here

http://quantlabs.net/academy/quant-analytics/

Thanks Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs