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  2. UniPhi - Wikipedia

    en.wikipedia.org/wiki/UniPhi

    UniPhi's core application was licensed and deployed globally to provide the core architecture of cost plan data capture in a way that enabled portfolio benchmarking. This increased speed to market and generated cost savings. [1] [2] Another organization that used the software in 2011 was SKM.

  3. Active return - Wikipedia

    en.wikipedia.org/wiki/Active_return

    In finance, active return refers to the returns produced by an investment portfolio due to active management decisions made by the portfolio manager that cannot be explained by the portfolio's exposure to returns or to risks in the portfolio's investment benchmark; active return is usually the objective of active management and subject of performance attribution. [1]

  4. List of benchmarking methods and software tools - Wikipedia

    en.wikipedia.org/wiki/List_of_benchmarking...

    Combo Benchmark Compare to Compete Online Benchmarking web-based database This web-based database is suitable for groups of competitors to benchmark individual performance against group performance. All process and performance benchmarks can be processed in this software, providing interesting analysis tools and complete benchmarking report ...

  5. Performance attribution - Wikipedia

    en.wikipedia.org/wiki/Performance_attribution

    The portfolio performance was 4.60%, compared with a benchmark return of 2.40%. Thus the portfolio outperformed the benchmark by 220 basis points.The task of performance attribution is to explain the decisions that the portfolio manager took to generate this 220 basis points of value added.

  6. Relative return - Wikipedia

    en.wikipedia.org/wiki/Relative_return

    Relative return is a measure of the return or profit of an investment portfolio relative to a theoretical passive reference portfolio or benchmark. [1] In active portfolio management, the aim is to maximize the relative return (often subject to a risk constraint).

  7. Modigliani risk-adjusted performance - Wikipedia

    en.wikipedia.org/wiki/Modigliani_risk-adjusted...

    The M 2 measure is used to characterize how well a portfolio's return rewards an investor for the amount of risk taken, relative to that of some benchmark portfolio and to the risk-free rate. Thus, an investment that took a great deal more risk than some benchmark portfolio, but only had a small performance advantage, might have lesser risk ...

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  9. Portfolio optimization - Wikipedia

    en.wikipedia.org/wiki/Portfolio_optimization

    Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios, according to some objective.The objective typically maximizes factors such as expected return, and minimizes costs like financial risk, resulting in a multi-objective optimization problem.