Performance Measurement and Attribution
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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
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