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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 .
The investment performance is measured over a specific period of time and in a specific currency. Investors often distinguish different types of return. One is the distinction between the total return and the price return , where the former takes into account income ( interest and dividends ), whereas the latter only takes into account capital ...
Portfolio Analysis: Advanced topics in performance measurement, risk and attribution (Risk Books, 2006. ISBN 1-904339-82-4 ) is an industry text written by a comprehensive selection of industry experts and edited by Timothy P. Ryan .
Goetzmann, Ingersoll, Spiegel, and Welch (2002) determined that the best strategy to maximize a portfolio's Sharpe ratio, when both securities and options contracts on these securities are available for investment, is a portfolio of selling one out-of-the-money call and selling one out-of-the-money put. This portfolio generates an immediate ...
Modern portfolio theory is inconsistent with main axioms of rational choice theory, most notably with monotonicity axiom, stating that, if investing into portfolio X will, with probability one, return more money than investing into portfolio Y, then a rational investor should prefer X to Y.
The evaluation determines whether target populations are being reached, people are receiving the intended services, staff are adequately qualified. Process evaluation is an ongoing process in which repeated measures may be used to evaluate whether the program is being implemented effectively.
A performance appraisal, also referred to as a performance review, performance evaluation, [1] (career) development discussion, [2] or employee appraisal, sometimes shortened to "PA", [a] is a periodic and systematic process whereby the job performance of an employee is documented and evaluated. This is done after employees are trained about ...
The Standard Performance Evaluation Corporation (SPEC) is a non-profit consortium that establishes and maintains standardized benchmarks and performance evaluation tools for new generations of computing systems. SPEC was founded in 1988 and its membership comprises over 120 computer hardware and software vendors, educational institutions ...