Geometric Attribution Method Multicurrency Analysis
- Tom Fahey (Unlicensed)
- Pamela Totas (Deactivated)
Owned by Tom Fahey (Unlicensed)
This section describes how to set up a multicurrency report that uses Brinson-Fachler analysis when you specify the Geometric Attribution Method. This multicurrency report example, calculated using local and base returns, uses Allocation, Selection, and Currency effects to explain the excess return.
For more information about the Geometric Attribution Method, see:
Geometric Attribution Method, for an overview of this approach.
Brinson-Fachler Effects for the Geometric Attribution Method for formulas associated with the Geometric Attribution Method.