(republished August 2022) 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.
21 March 2023Ortec Finance’s Client Conference in-person is back
May 10 & 11 Ortec Finance’s clients gather in Amsterdam for an in-person Client Conference. The event takes place in the iconic Eye Film Museum.Asset Management / Banks Retail and Private / Independent Financial Advisors / Insurance Companies / 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 / Retirement Planning / Risk neutral scenarios / Strategic Risk Management / Wealth Planning and Monitoring
01 March 2023Future proofing your performance attribution with the newly launched PEARL 9
Ortec Finance is launching PEARL 9, our new and improved ‘best of breed’ performance measurement & attribution platform.
06 January 2023“Practical Guideline for Funding/Solvency Ratio Attribution” wins Dietz award
Maarten Niederer won the Dietz award for its “Practical Guideline for Funding/Solvency Ratio Attribution” article in the Journal of Performance Measurement.
21 November 2022Missed Private assets performance attribution webinar? Download here
Joost presented some advanced solutions for challenges in performance attribution for investments in private assets. Download materials
08 November 2022Download slides Cbus-Ortec Finance’s co-presentation at iPARM
Download slides that were used at iPARM Nov 8 in the co-presentation by Cbus and Ortec Finance.
24 October 2022Cbus and Ortec Finance jointly present on APRA YFYS performance test attribution analysis at iPARM
Michelle Li and Mengsha Gao from Cbus Super Fund will co-present at IBRC’s iPARM in Sydney November 8.
27 September 2022Preparations for PEARL 9 release: clients join in testing
Ortec Finance’s performance measurement & attribution platform, PEARL, is undergoing major infrastructure changes to reduce storage size, improve runtime and modernize reporting capabilities. Learn more.
15 September 2022Building Your Future, Your Super (YFYS) Attribution Analysis
This is second episode of the YFYS performance test series focusing on extending the YFYS performance test to attribution analysis to see what kind of insights we could potentially gain through a simple case study.
05 September 2022Your Future Your Super performance test webinar: materials
September 1 Ortec Finance’s Senior Consultant Michelle Li hosted a webinar on Your Future Your Super performance test.