We have investigated the behavior of the Brinson model when used for evaluating the outperformance over multiple periods.
We have shown that the allocation effect calculated over multiple periods can capture next to the added value of allocation decisions an effect that arises due to the drift in weights introduced by selection decisions. By an extension to the Brinson method this effect can be isolated resulting in a more intuitive attribution analysis. Furthermore we have evaluated different smoothing algorithms.
12 February 20212020 Customer Satisfaction Survey shows once again consistent high scores
For the third year in a row, the survey shows consistent high scores on satisfaction!Asset Management / Banks Retail and Private / Housing Associations / Independent Financial Advisors / Insurance Companies / Municipalities / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate ESG Solutions / Economic Scenario Generator / Goal Based Planning / Performance Measurement and Attribution / Real Estate Management / Real Estate Valuation / Retirement Planning / Risk neutral scenarios / Strategic Risk Management / Wealth Planning and Monitoring
12 February 2021How to correctly annualize a risk measure
A common task in the performance analysis of an investment portfolio is to convert results into an annual form. Data often comes as a set of monthly returns which must be turned into a set of meaningful yearly statistics.
26 January 2021PEARL included in Cutter’s annual PMA vendor research report
Ortec Finance its PEARL team participated in Cutter Associates’ annual performance measurement and attribution (PMA) vendor landscape research.
06 January 2021Mastering the dimensions of Correlations, published in The Journal of Performance Measurement - Volume 25-1
Hens Steehouwer, Head of Research, has had his article about ‘Mastering the dimensions of Correlations’ published in The Journal of Performance Measurement from the Spaulding Group.
17 December 2020Looking back at one year in the Australian office
In January 2020 Ortec Finance opened its office in Melbourne and appointed Stefano Lee to head up the office as Managing Director for Australia and New Zealand.Asset Management / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate ESG Solutions / Economic Scenario Generator / Goal Based Planning / Performance Measurement and Attribution / Strategic Risk Management / Wealth Planning and Monitoring
01 December 2020Thari Diefenbach and Maurits van Joolingen at TSAM Tech Show
Thari Diefenbach and Maurits van Joolingen hosted a session on Providing Insights Into Complex Investment Decisions during the Technology Solutions for Asset Managers (TSAM) Tech Show on December 9.
06 November 2020Proud sponsor of Cutter Associates Virtual Meetings
PEARL, Ortec Finance performance measurement & attribution software proud sponsor of Cutter Associates Virtual Member Meetings. Info, agenda, registration.
04 November 2020Elske van Burgt in 8th iPARM 2020 panel
8th iPARM 2020 with Elske van de Burgt, Head of Investment Performance in panel The Pros And Cons Of Traditional Investment Risk Measures. Listen or buy tickets.