Calculate Global Attribution Effects for the Brinson-Fachler Model

Owned by Tom Fahey (Unlicensed)
Last updated: Oct 16, 2023 by Pamela Totas (Deactivated)
1 min read

The Brinson-Fachler model decomposes the global equity portfolio's return into currency, cross product, allocation, selection, and interaction effects. See the following figure.

Sources of a Global Portfolio's Return for the Brinson-Fachler Model