RBC Dexia Investor Services has introduced security level attribution, the first in a series of enhanced -investment analytics services for institutional investors.
It’s a new service that provides institutional investors with detailed fund analysis and concise performance reporting.
“Security level attribution provides institutional investors with access to the detailed performance insight they demand, without the complexity and excessive infrastructure costs that usually accompany such services,” says Fay Coroneos, the company’s head of risk and investment analytics.
RBC Dexia says security level attribution provides customized analytics that can mirror the holdings structures of a wide variety of mandates, ensuring accurate monitoring of the manager’s overall investment strategy.
Institutional investors can choose to customize performance and attribution measurement through a wide range of options, including performance calculation methodologies, portfolio segmentation definitions, multiple benchmarks and more than 50 other risk and return measures such as Jenson’s measure or alpha, Sharpe, Treynor, downside deviation, drawdown and recovery period.
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