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Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return .
Fixed-income attribution therefore provides a much deeper level of information than is available from a simple portfolio performance report. Typically, such a report only shows returns at an aggregated level, and provides no feedback as to where the investor's true skills lie.
Brinson and Fachler (1985) and Brinson, Hood, and Beebower (1986) introduced the Brinson models as a foundation for investment portfolio performance attribution. [6] These models further sub-divide active returns due to active management into security selection - return achieved through selecting different securities than the benchmark, asset allocation - return achieved through weighting ...
The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...
Attribution (psychology), concept in psychology whereby people attribute traits and causes to things they observe; Extreme event attribution, estimation of how climate change affects recent extreme weather events; Performance attribution, technique in quantitative finance for explaining the active performance of a portfolio
between 2008 and 2012, better performance than 93% of all directors The R. David Yost Stock Index From August 2012 to December 2012, if you bought shares in companies when R. David Yost joined the board, and sold them when he left, you would have a 60.8 percent return on your investment, compared to a 3.7 percent return from the S&P 500.
In investment banking, PnL explained (also called P&L explain, P&L attribution or profit and loss explained) is an income statement with commentary that attributes or explains the daily fluctuation in the value of a portfolio of trades to the root causes of the changes.
The president-elect's use of a state consumer fraud statute against the Des Moines Register for a poll that missed the mark is a stretch, experts say