PerfAttrib® - "OutPerform, Comprehend, Repeat"
Fortune is unstable, will and skill is free. Relying on luck in markets can only guarantee a doomsday. In order to repeat the outperformance and control the underperformance, it is imperative to understand ‘what works’. PerfAttrib helps you understand your skill and use it at your will.
PerfAttrib is an advanced attribution system that helps Asset Management companies analyze the performance of their funds on a standalone and relative basis.
PerfAttrib establishes the cause-effect relation between the risk and return of the portfolio and the fund management decisions, thereby providing an invaluable insight into the effectiveness of fund management skills.
Following are some of the key questions that get answered:
- “What happened where?”
Drill down of various statistics from portfolio to various sub portfolio hierarchical levels to understand
- “Why did it happen?”
Comprehensive attribution of Active Return and Active Risk to fund management decisions including Sector Allocation, Security Selection etc. (for equity portfolios) and Curve Effect, Credit Effect etc. (for Fixed Income portfolios)
- “How well my risks paid off?”
Risk Adjusted Performance Measures (RAPM) including Sharpe, Information, Sortino, Treynor ratios, beta etc. to understand
- “How consistent is the fund performance?”
Complete trend reports including Style drifts, Upside-Downside analysis, Batting Average, Drawdowns, Downside Deviations etc to help fund managers understand
For sample attribution reports and/or to know more about PerfAttrib please contact us.