CAPTURE INSIGHT PERFORMANCE ATTRIBUTION ?· N // 2 TODAY’S AGENDA » Webinar details » Introduction…

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  • CAPTURE INSIGHT PERFORMANCE ATTRIBUTION

    WHAT DOES PAST PERFORMANCE ATTRIBUTION

    SAY ABOUT FUTURE ACTIVE RISK?

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    TODAYS AGENDA

    Webinar details

    Introduction to Bloomberg Portfolio Risk & Analytics

    Understanding customization

    Total return attribution

    Factor based attribution

    Analysis of active forward risk and risk bets

    Attribution analysis on your proprietary data

    Introduction to multi asset class attribution

    Q&A

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    MULTI ASSET CLASS, PORTFOLIO RISK

    AND ANALYTICS SOLUTION

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    A CUSTOMIZABLE SOLUTION

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    SLICE AND DICE DATA

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    GRAPHICAL REPRESENTATION

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    REPORTS VIA EXCEL OR PDF

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    CONTRIBUTION TO RETURN - TOTAL RETURN (BRINSON) MODEL

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    POWERFUL GRAPHICAL SUMMARY

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    FACTOR BASED ATTRIBUTION

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    COUNTRY, INDUSTRY, STYLE AND

    CURRENCY CONTRIBUTION

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    BLOOMBERG OFFERS TRANSPARENCY

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    EXPOSURE CONSIDERED

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    RECAP SO FAR

    Portfolio return can be explained as contribution to

    return from multiple perspectives:

    Total Return from a BICS, or Country, or

    customized Waterfall to slice and dice holdings.

    Factor Based Returns explain Industry, Style,

    Country and Currency contribution.

    Whether articulating performance to investors or

    analyzing a potential new fund investment,

    portfolio attribution explains past performance and

    can inform your forward risk.

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    TRACKING ERROR

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    FACTOR TRANSPARENCY

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    FORMULA DETAIL

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    ATTRIBUTION ON CUSTOM DATA

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    DESCRIBE A PORTFOLIO WITH

    CUSTOM CLASSIFICATIONS

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    UNDERSTAND YOUR CONTRIBUTION

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    A MULTI ASSET CLASS SOLUTION

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    MULTIPLE ASSET CLASSES IN A

    SINGLE PORTFOLIO OR BENCHMARK

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    23 MORE RESOURCES

    Contact your Bloomberg Rep for training, brochures and white papers

    HELP for further explanation and videos

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    WEBINAR DETAILS - RECAP

    On Demand

    This webinar will be available ON DEMAND starting on 12/12/14 and available for 90 days

    Slide availability

    The slides will be available through the ON DEMAND link to view this webinar; they will also be attached to the post webinar mailing

    Q&A

    We will attempt to answer as many questions as possible

    Additional answers to questions asked during todays webinar will be aggregated and part of the post-mailing sent out the following week

    Inviting a colleague

    If youd like to invite a colleague to view the ON DEMAND version of this presentation, they may register at AMER: http://www.bloomberglp.com/performanceattribution EMEA/APAC: http://www.bloomberglp.com/attribution

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    http://www.bloomberglp.com/performanceattributionhttp://www.bloomberglp.com/performanceattributionhttp://www.bloomberglp.com/performanceattributionhttp://www.bloomberglp.com/attributionhttp://www.bloomberglp.com/attributionhttp://www.bloomberglp.com/attribution

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    CONTACT >>>>>>>>>>>>>>>>>>>>>>>> portsolution@bloomberg.net NEW YORK +1 212 617 7070 LONDON +44 20 7330 7099 SINGAPORE +65 6212 9798

    mailto:portsolution@bloomberg.net?subject=Follow up from 12/9 Performance Attribution webinar