2021年6月30日 · Attribution analysis is an evaluation tool used to explain and analyze a portfolio’s (or portfolio manager's) performance, especially against a particular benchmark. Attribution...

Reviewing equity attribution for a fund involves calculating its Active Return value. Active Return is a combination of a manager’s skill in stock selection and allocation of assets to a...

The table on this page shows the factor performance attribution results for mutual funds and ETFs. You can filter the data set based on factor series, geographic market area, factor model, …

Performance attribution is a critical process in the management and evaluation of investment portfolios, particularly mutual funds. It is the analysis of how investment decisions contribute to …

Users can measure manager-picking skill in aggregate, or by asset class or investment style. Morningstar Direct users can use the Total Portfolio Attribution capability to analyze user …

MFS employs the FactSet system to calculate performance attribution for equity and asset allocation portfolios using the widely accepted Brinson-Fachler methodology.

This paper highlights the concept of performance attribution and discusses the different attribution models used in equity mutual funds. The performance return attribution results are useful to …

Performance attribution breaks down the outperformance/underperformance of a fund into three main pillars: Allocation Effect. It tells you how the sector calls taken by the fund manager are …

The high correlation of mutual fund returns to standard asset class returns means that performance attribution can be accomplished by finding the appropriate mix of asset classes to …

2021年9月23日 · Attribution analysis is a tool used by investors to evaluate the performance of a portfolio. It can help distinguish how an investment portfolio manager’s decisions have …