IPMA© – Investment Performance Metric for Attribution, is a high precision model to measure portfolio return in terms of management achievement and market effects. It’s an advanced tool for investment decision making and for performance analysis.
How is IPMA© different?
Since Gary P. Brinson’s pioneering work (1985), major unresolved issues have remained in the lack of interpretation power, mainly at portfolio composition level, and in the lack of numerical output precision.
In essential, IPMA© solution is built on a general math model with independent analytic factors and effect estimates, thus overcoming the above mentioned issues.
Other significant differences are outlined in section ‘Features’.
What is expected from IPMA©?
Because IPMA© solution is unbiased and highly precise numerically, simulation is made possible under these very conditions. Another decisive advantage resides in IPMA© ultra fast processing algorithm capable to handle large data set. IPMA© is the essential tool to reliable and useful inference.