Profit Attribution
The system calculates the profit on each position on a daily and intra-day basis. Positions can be aggregated by almost any combination of factors including currency, market sector and strategy, as well as user defined factors. This helps the manager identify the factors which are contributing most to long and short term performance.
It can also be used to monitor the performance of individual analysts or traders. Attribution reports provide valuable input for monthly or other periodic reviews, both internal and with investors. While the profit attribution for any single period can be very illuminating, the trends over time often produce surprising insight into changing market opportunities or style shifts.
Many investors and potential investors appreciate receiving monthly performance attribution and these reports can be saved in pdf format and easily printed or e-mailed, or just used to augment the managers regular investor communication.
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