Ads
related to: how to analyze portfolio performance report
Search results
Results From The WOW.Com Content Network
Attribution analysis attempts to distinguish which of the various different factors affecting portfolio performance is the source of the portfolio's overall performance. Specifically, this method compares the total return of the manager's actual investment holdings with the return for a predetermined benchmark portfolio and decomposes the ...
The following video is part of our "Ask a Fool" series, in which Motley Fool contributor and financial planner Dan Caplinger answers questions from across the investing universe. In today's ...
Returns-based style analysis (RBSA) is a statistical technique used in finance to deconstruct the returns of investment strategies using a variety of explanatory variables. The model results in a strategy's exposures to asset classes or other factors, interpreted as a measure of a fund or portfolio manager's investment style.
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 .
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.
The best portfolio tracker for you depends upon your expertise, the number and size of investments in your portfolio, what you want to accomplish with the tracker (such as managing your ...