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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 .
Here’s a list of 175 examples of performance review phrases to incorporate into your interactions with staff or to approach your manager if you’re going through the process yourself.
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.
Annual performance reviews are wildly unpopular, not just with employees but among managers as well. They can be abused by companies looking to get rid of people for any number of reasons, rather ...
Also of interest for performance measurement is Sharpe's (1992) style analysis model, in which factors are style indices. This model allows a custom benchmark for each portfolio to be developed, using the linear combination of style indices that best replicate portfolio style allocation, and leads to an accurate evaluation of portfolio alpha.
There are two reports that regularly evaluate the performance of actively managed funds. The first is the SPIVA report (Standard & Poors Index Versus Active), which compares actively managed funds to an index. [11] The second is the Morningstar Active-Passive Barometer, which compares actively managed funds to passively managed funds. [12]