by admin | Jan 21, 2014 | Investment Performance Guy, News
Contribution, aka “absolute attribution,” is a commonly used measure of performance. It’s simply the return of whatever we’re evaluating (securities, sectors, etc.) times its weight. We sum these values up, and they should equal the...
by TSG | Jan 17, 2014 | attribution, attribution linking, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 5 January 2014 Download PDF...
by admin | Jan 14, 2014 | Investment Performance Guy, News
To see a World in a Grain of Sand, And a Heaven in a Wild Flower, Hold Infinity in the palm of your hand, And Eternity in an hourWilliam Blake I believe there are two major things that performance measurement professionals need to know about attribution.#1...
by admin | Jan 9, 2014 | Investment Performance Guy, News
You may recall the commutative property of math-ematics, which essentially speaks of changing the order in which we do the math. This property holds for addition and multiplication; for example:You’ll may also remember that it doesn’t hold for all...