Performance attribution analysis - The decomposition of a money managers performance results to explain the reasons why those results were achieved. This analysis seeks to answer the following questions: (1) What were the major sources of added value? (2) Was short-term factor timing statistically significant? (3) Was market timing statistically significant? And (4), Was security selection statistically significant?
Performance attribution analysis : the decomposition of a money managers performance results to explain the reasons why those results were achieved. this analysis seeks to answer the following questions: (1) what were the major sources of added value? (2) was short-term factor timing statistically significant? (3) was market timing statistically significant? and (4), was security selection statistically significant?
Performance attribution analysis