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
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