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Attribution

Performance Attribution – getting under the hood

  Quantlabs is pleased to be partnering with Savvy Investor, the world’s leading knowledge network for institutional investors. You may wish to consider joining their platform – it’s entirely free.  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 …

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Enhancing Portfolio Oversight: Convergence of Performance Measurement, Attribution and Risk

At last year’s Investment Performance Analysis & Risk Management (IPARM) Southeast Asia 2012 conference, Madhu Gayer, Senior Vice President and Regional Head (Asia Pacific) of Investment Risk and Analytics for Northern Trust, gave a thought provoking presentation where he questioned if there should be industry standards for performance attribution. He also talked about the portfolio …

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