Eagle’s Performance Measurement Solution

Owned by Tom Fahey (Unlicensed)
Last updated: Oct 06, 2023 by Pamela Totas (Deactivated)
1 min read

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 — 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.