RC
Performance Attribution & Performance Measurement
RAPS Consulting - India
- 🇮🇳 India
- On-site
- 9 months ago
9 months ago
- Calculate and validate daily, monthly, quarterly, and annual portfolio and benchmark performance across equities, fixed income, multi-asset, and alternatives
- Produce Brinson-Fachler and factor-based attribution for sector, region, currency, duration, curve, and security-selection effects
- Analyze and explain portfolio under- or out-performance versus benchmarks, including contributions from active weights, security selection, and factor exposures
- Support composite, GIPS, and client-specific performance reporting
Performance Attribution & Performance Measurement · RAPS Consulting - India