Approaches to Return Attribution
Arithmetic Attribution and Geometric Attribution Return attribution lets us identify which investment decisions taken by the fund manager were successful …
IS
Performance Attribution
Performance attribution is a critical component of the portfolio evaluation process. Effective performance attribution analysis requires a thorough understanding of …
Components of Performance Evaluation
Performance evaluation includes three primary components, each corresponding to a specific question we need to answer to evaluate a portfolio’s …
Evaluating Trade Execution
Trade Cost Measurement Trading costs are either explicit in that they are easily visible or implicit in that they are …