Performance Attribution

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.