Vestek Enhances Performance Attribution Tool
The capabilities have now been integrated into Vestek’s platform, designed to helps quantify the impact of investment decisions on portfolio performance.
The new geometric model defines sector-level attribution effects across multiple time periods, aggregating the attribution effects in a way that mirrors arithmetic approaches.
Vestek’s Performance Attribution analysis is a key
feature in the firm’s Portfolio Analyzer product, which
provides reports and graphs that illustrate investment
results and offer insights on future decisions. The
Analyzer’s other key components:
- Portfolio Profile Reports provide a view of a portfolio’s structure and characteristics.
- Contribution Analysis enables managers to examine how the securities they chose (and did not choose) contributed to portfolio return.
- Risk Analysis identifies the sources and magnitude of portfolio risk and return
Portfolio Analyzer is a central component in Vestek’s suite of institutional analytic offerings, which include:
- security selection
- portfolio construction
- risk evaluation
- portfolio analysis, and
- performance attribution