Performance Attribution

Knowing the rate of return of the total fund or a portfolio is not always enough. It is important to understand how a return was achieved and, in particular, which investment decisions had the greatest impact. Our attribution services help you highlight and quantify the sources of portfolio returns.

Total Fund Attribution

Identify the reasons for a fund's relative performance against the plan policy or the average pension in our Trust Universes. Analysis is available by asset class or through manager assignment to help gain insight into the true exposures and performance impacts of manager and asset class decisions.

Equity/Multi Asset Class Attribution

Understand your relative performance through industry standard methodologies that attribute returns to currency, allocation and selection effects. Multiple hierarchies are available to drill into asset class, region, country and sector decisions and exposures.

Multi-Factor Attribution

To complement our transaction-based analysis, we also provide sophisticated multi-factor attribution analysis through our strategic alliance with Wilshire Associates. Available for both equity and fixed income asset classes these daily capabilities provide analysis to the security level.