Attribution Analysis

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Dictionary Says

Definition of 'Attribution Analysis'

A performance-evaluation tool used to analyze the abilities of portfolio or fund managers. Attribution analysis uncovers the impact of the manager’s investment decisions with regard to overall investment policy, asset allocation, security selection and activity. A fund or portfolio’s returns are compared to a benchmark in order to determine whether a manager is actually skilled or just lucky. 

Investopedia Says

Investopedia explains 'Attribution Analysis'

Fund and portfolio management cost money, and so attribution analysis helps determine whether that money is being well spent. This technique is commonly used by institutional investors, but is not widely used by individuals. This analysis helps investors enlist the best managers and maximize their returns.
Search results for

'Attribution Analysis'

  • How's Your Mutual Fund Really Doing?

    http://www.investopedia.com/articles/fundamental-analysis/08/evaluate-investment-performance.asp
    ... Morningstar's Stewardship Grade Scores Big.) Performance Attribution Attribution
    analysis is a relatively new tool and not widely used by individual investors. ...

  • Analyzing Mutual Fund Risk

    http://www.investopedia.com/articles/mutualfund/09/analyzing-mutual-fund-risk.asp
    ... (To learn more, read Shifting Focus To Sector Allocation.) Attribution Analysis
    There are fund managers who claim to have a top-down approach and others that ...

  • CIPM: The Key To A Niche Career In Finance

    http://www.investopedia.com/articles/professionaleducation/09/certificate-investment-performance-measurement-cipm.asp
    ... They cover some very thorny topics like attribution analysis of portfolios containing
    futures, multi-currency attribution analysis, and complex hedge fund risk ...

  • Reduce Your Risk With ICAPM

    http://www.investopedia.com/articles/financial-theory/09/ICAPM-and-CAPM.asp
    ... misleading – active managers touting positive alpha strategies may be taking excessive
    risk that is not captured in their analysis and attribution of returns ...

  • Financial Designations That Employers Require - Investopedia.com

    http://financialedge.investopedia.com/financial-edge/0112/Financial-Designations-That-Employers-Require.aspx
    ... examinations: foundations of markets and investments, analysis and valuation ... needs
    of professionals focusing on financial performance reporting and attribution. ...

  • 6 Important Retirement Plan RMD Rules

    http://www.investopedia.com/articles/retirement/03/110503.asp
    ... (For more insight, read Life Expectancy: It's More Than Just A Number.) Rule 5:
    Family-Attribution Rule An individual who owns more than 5% of a business is ...

  • What Is A Registered Investment Advisor?

    http://www.investopedia.com/articles/financialcareers/06/whatisaRIA.asp
    ... as a non-profit endowment, pension plan or court-mandated trust), the extra service
    of having annual reports and other performance attribution can increase the ...

  • Build A Model Portfolio With Style Investing

    http://www.investopedia.com/articles/stocks/07/style-investing.asp
    ... study entitled "Determinants of Portfolio Performance" (Financial Analysts' Journal,
    1986) showed that 93.6% of performance was due to allocation attribution. ...

  • How Productivity And Globalization Affect The Economy ...

    http://financialedge.investopedia.com/financial-edge/1111/How-Productivity-And-Globalization-Affect-The-Economy.aspx
    ... on trends, such as globalization and outsourcing. One major problem is growth
    attribution. If a domestic manufacturer uses the goods ...

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