CAPTURE INSIGHT PERFORMANCE ATTRIBUTION
WHAT DOES PAST PERFORMANCE ATTRIBUTION
SAY ABOUT FUTURE ACTIVE RISK?
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TODAY’S 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<GO> 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 today’s webinar will be aggregated and part of the post-mailing sent out the following week
» Inviting a colleague
• If you’d 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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CONTACT >>>>>>>>>>>>>>>>>>>>>>>> [email protected] NEW YORK +1 212 617 7070 LONDON +44 20 7330 7099 SINGAPORE +65 6212 9798
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