Example of 3-factors attribution showing excess over benchmark as small as -10 bps (Fig 1.1)
All factors sum up per geographic segment to portfolio total excess (Fig 1.2).
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Welcome to IPMA©
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 […]
Benefit Management
Fair and efficient criteria to reward stock picking skills and asset allocation skills
Data Mining
Historical data analysis for purpose of investment policy review, portfolio management due diligence and other hypothesis inference or fact finding exploration.
Risk Mitigation
Policy guidance to maintain portfolio within control bound.
Performance Control
Recurrent failure pattern detection through systematic tracking by Control chart, Executive dashboard, Balanced Scorecard etc.
Decision Making
Simulation toward portfolio reshuffling or rebalancing, further to policy change, significant cash-flows, market event anticipation etc.