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Eagle's Performance Measurement solution offers the following types of attribution analysis and reporting for use in understanding and explaining portfolio performance:

  • Single currency equity attribution

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    — based on the Brinson-Fachler model.

  • Single currency fixed income attribution — based on factors specific to fixed income instruments.

  • Multicurrency attribution — based on the Karnosky-Singer model, Brinson-Fachler model, and fixed income attribution factors.

  • Selectable Inputs Smoothing - based on Carino 99 algorithm.