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 Analytics^TM and Axioma Risk^TM 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

Axioma Portfolio Analytics

An integrated view of your portfolio’s risk and return

Leverage factor-based risk analysis and attribution, assess your factor exposures, and generate print-ready reports.

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Axioma Risk

Flexible, multi-asset, market risk management

A cloud-native, flexible system offering analytics and data in a unified platform for a consistent view across your firm.

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Axioma Equity Factor Risk Models

Comprehensive analysis with multiple views of risk

Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.

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Axioma Portfolio Optimizer

The most flexible portfolio construction tool

Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.

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