Almost two decades ago, we published our first research paper to explain our decision-based attribution methodology and we still think it is highly relevant today!

In close collaboration with our clients we have developed our decision based attribution methodology which focusses on total fund attribution. It follows every single step in the investment decision-making process, including any overlay program that might be in place.

Although the method has been around for many years, it still attracts a lot of interest. Our original research paper was actually re-published earlier this year by the Journal of performance Measurement.

Upcoming webinar – heads up!

Over the years, investment processes and available instruments have obviously changed. More asset classes have been introduced, together with new and complex investment strategies and instruments. Nevertheless, our framework still stands and has been designed in such a way that it can deal with evolving investment styles. With the help of our large institutional client-base, we learn and grow continuously.

In our Multi-Asset Attribution-case study webinar on September 16, we will illustrate our methodology with some case studies. Webinar details and registration links will follow in August.

An investment performance classic

Meanwhile there is another performance measurement & attribution classic (2009) that you might enjoy reading. This article explains how our methodology differs from a classic Brinson & Fachler approach, illustrated by a simple but effective example. In our webinar we will built upon this article and further explain – including showing client case study material - how our methodology evolved to keep up with investment strategy and instruments developments. Find the classic here (direct pdf-download).

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