Attribution Analysis
Analyse portfolio and fund manager performance, identify specific portfolio performance factors, and apply attribution analysis methods
Type
Domain
Competency Area
Investment and Financial Management
Levels
Assist in tracking portfolio performance
Identify relevant accounting principles and organisational policies and procedures for performance reporting
Identify key components of total portfolio returns
Undertake calculation and benchmarking of portfolio performance
Identify reference points for benchmarking and relevant weightings
Give technical inputs to improve the efficiency and effectiveness of performance evaluation
Analyse factors contributing to portfolio performance
Identify specific portfolio performance factors that contribute to portfolios’ overall performance
Track the performance of portfolios and fund managers
Analyse portfolio performance and fund managers’ capabilities
Analyse factors that contribute to the performance of asset classes
Determine the impact of the fund managers’ investment decisions with regard to overall investment policy, asset allocation, security selection and activity
Explain deviations in overall performance
Set metrics and guidelines to track the performance of portfolios and fund managers
Strategise to determine the factors that will contribute to overall enhanced portfolio performance
Establish benchmarks to define portfolio performance against benchmarks
Assess and explain any deviation of overall portfolio performance from benchmarks