The purpose of performance attribution is to decompose value-added return into meaningful components. PAS offers standard, user-defined, and customized attribution models that can match any investment strategy.
- Arithmetic or geometric performance attribution methodologies.
- Single and multi-currency attribution.
- Transaction-based or buy and hold analysis.
- State-of-the-art attribution models that report attribution with no approximations.
- Components including currency, allocation, duration, selection, and interaction.
- Report in any currency on a periodic or cumulative basis across any period.
- Report for an individual portfolio or a dynamically aggregated group of portfolios against any standard or customized benchmark.