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).Contact
Elske van de Burgt
Managing Director Investment PerformanceRelated Insights
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18 December 2024Climate change could erode Canadian pension fund returns by 44%Ortec Finance releases inaugural Canada pension fund climate risk report, analyzing the average portfolio allocation of the Top 30 pension funds in Canada by AUM
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17 December 2024Climate risk assessment – Top 30 Canadian pension fundsDiscover how climate change impacts the top 30 Canadian pension funds through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios.
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17 December 2024Assessing the climate risk exposure of pension funds and insurance companies worldwideAccess a series of Ortec Finance reports to examine how climate risk exposure and resilience vary among pension funds and insurance companies worldwide
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16 December 2024Climate risk assessment – Top 30 US pension fundsDiscover how climate change impacts the US pension fund industry through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios
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16 December 2024US pension funds most sensitive to climate changeOrtec Finance releases inaugural US pension fund climate risk report, analyzing the average portfolio allocation of the Top 30 pension funds in the US by AUM
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11 December 2024UK pension fund investment returns could reduce by 30% in a high warming stress scenarioOrtec Finance releases inaugural UK pension fund climate risk report, analyzing the average portfolio allocation from the Top 30 pension funds by AUM
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09 December 2024Climate risk assessment – European pension fundsLearn how climate change impacts European pension funds, via an analysis on a reference portfolio that represents their average asset allocation.