Multi-Style Attribution (cont.)

Performance Characteristics provides holdings characteristics in addition to a composition summary and analytics:

Multi-Style Attribution (cont.)

Several reports are available within Multi-Style Attribution.  They can be viewed by using the drop-down menu available after a report is run.  Options include: Attribution Summary, Performance Summary, Contribution Summary, Cumulative Performance, Subperiod Attribution, Attribution Analysis, Subperiod Weights, Allocation Scatterplot, Contribution Details, and Performance Characteristics.

Reports and graphs can be exported to Excel or copied to Word.  Batch printing is also available.

Performance Summary includes Best and Worst Performers as well as Top and Bottom Contributors:

Multi-Style Attribution

Telemet Orion provides free Attribution Analysis! True time-weighted (TWR) and money-weighted (MWR) performance and attribution is available with easy-to-install interface links to all major portfolio accounting systems bringing your transaction details into Telemet Orion. You get portfolio and group performance attribution reports by sector, industry, and scatter diagrams.

1. Display >  Portfolio Analytics > Multi-Style Attribution

2. Choose the portfolio you wish to run analysis on by clicking on the purple Portfolio section on the left-side of the MS Attribution window

3. Click Period.  You may use a pre-defined period such as quarter-to-date or enter a custom time range.

4. Select Benchmark

5. Choose Analytics

6. Click on Run

 

Attribution Analysis report clearly shows the allocation and selection effects by sector:

Trading Impact

Telemet Orion can display trading impact on any portfolio.  Choose Display then Portfolio Analytics and Impact.

Key Statistics

Quickly open a window showing key statistical analysis with one click on the KS button in your toolbar.

The data points can then be drilled down further by clicking on the blue hyperlinks, or navigating between the Earnings, Revenues, Key Ratios, and Financials tabs.