Attribution Analysis

Analyse portfolio and fund manager performance, identify specific portfolio performance factors, and apply attribution analysis methods



Competency Area

Investment and Financial Management


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