10 factors to consider when implementing a performance attribution ...

10 factors
to consider
when implementing
a performance attribution
solution.

10 decisive factors
1
2
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4
5
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7
8
9
10
Are the input data and analyses cross-checked for
completeness and consistency, and can the reports
be enriched as necessary with additional data?
Are the data and analysis results stored in an
auditable form, and the processes regularly audited?
Is there an option for benchmark-based revaluation,
in order to guarantee peak analytical precision?
Does the solution provide adequate flexibility with
respect to the attribution method (Brinson or
multi-factor analysis), the analysis intervals (from
monthly to daily) and depth (asset class, single
instrument level)?
Is it possible to define the measurement points
within the analysis model that are relevant to the
investment process?
Do the models cover the desired range of instruments
and asset classes at the desired depth?
Can derivatives be included in the attribution analysis
according to their purpose (asset allocation, duration
management, hedging)?
Is adequate qualified personnel available to discuss
the analysis results at a professional level with decision
makers?
Is reporting sufficiently flexible to support individual
needs with respect to content, structure and layout?
Does the solution make use of the best available models
and systems, and are these continually developed in
order to ensure that your investment is secure for many
years to come?

IDS GmbH
yes
Alternative 1
yes
Alternative 2
yes

IDS GmbH – Analysis and Reporting Services
Koeniginstrasse 28, 80802 Munich, Germany
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and all of our products, please visit
www.InvestmentDataServices.com
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All rights reserved. All information subject to
change at any time.
February 2012
2012-02_EN_10Factors_Performance_Attribution