Performance Benchmarking

With DATAvariance Pro, test multiple benchmarks from your watch lists and select a best-fit index reflecting the investment universe of the portfolio holder

Install benchmark models in your watch lists

  • by downloading index components from the DATAvariance web library
  • by assigning weights to selected assets of a list

Test multiple benchmarks on the client portfolio

  • performance & risk ratios by asset category (industry sectors)
  • volatility and TE charts

Performance Attribution

Evaluate portfolio performance against benchmarks with a multi-period attribution model

Multi-period performance attribution

  • Brinson - Fachler method
  • TWR adjusted method

Allocation, selection and interaction effects

  • Overview
  • Month by month
  • Latest month (detailed)
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