Performance Measurement and Attribution Introduction

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A key aspect of an investment manager's stewardship of other people's assets is to demonstrate how well these investments have performed and what are the main drivers behind the observed performance.


Performance measurement and attribution require high quality accounting and/or instrument characteristic data but otherwise involve relatively straightforward mathematics (at least compared to some of the mathematics appearing elsewhere on the Nematrian website). A summary of the mathematics involved is set out here.


In due course, we are hoping to include in the Nematrian website toolkit more functions orientated towards performance measurement activities. Ones that are already included in the Nematrian web toolkit are set out here.


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