Analytics Solutions

Performance Attribution

Our tools enable you to deliver performance on a consistent and repeatable basis

Assess and improve your investment strategy

We give you the flexibility to use either factor-based or Brinson-style attribution through a single platform, allowing you to choose the approach that is most relevant to your investment style. We also offer you the ability to evaluate returns on a risk-adjusted basis, providing additional insight into your portfolio’s performance relative to risks.

Our performance attribution feature is integrated with Axioma Portfolio AnalyticsTM and Axioma RiskTM that also allows you to analyze risk and return, assess your exposure to factors, and generate reports.

Performance Attribution is for:

Portfolio managers and analysts

Communicate about performance to prospects, clients and your own management team

Quantitative support

Evaluate factor bets to identify the factors driving your portfolio’s performance

Marketing and reporting

Choose from a set of comprehensive print-ready reports to communicate about performance to prospects, clients and your own management team

Associated products

Additional resources