by admin | Mar 18, 2025 | arithmetic attribution, attribution
I was sent an attribution problem by a client to research for them. The details appear here: I’ve highlighted the issues they were concerned with. First, in yellow we find that the technology sector’s allocation effect is positive (0.222%), even though (a)...
by TSG | Feb 19, 2025 | attribution, fixed income attribution, Investment Performance Guy
Guest Author: Stephen Campisi, CFA, The Pensar Group A growing consensus for lower expected returns in equity is causing investors to turn to fixed income as an increasingly-attractive source of risk-adjusted returns. One survey of investment firms estimates large cap...
by TSG | Mar 11, 2021 | attribution, Performance Perspectives Newsletter
VOLUME 1 – ISSUE 4 December 2003 Download PDF...
by TSG | Mar 12, 2020 | attribution, GIPS, Performance Perspectives Newsletter, Verifier Independence
VOLUME 3 – ISSUE 4 November 2005 Download PDF...
by TSG | Mar 12, 2020 | attribution, money-weighting, Performance Perspectives Newsletter
VOLUME 2 – ISSUE 5 January 2005 Download PDF...
by TSG | Mar 11, 2020 | attribution, Modified Dietz, Performance Perspectives Newsletter
VOLUME 1 – ISSUE 12 August 2004 Download PDF...
