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Factor Review Performance for Composites
Factor Review Performance for Composites

May 2023

Edgar Nuñez avatar
Written by Edgar Nuñez
Updated over a week ago

Product Update - May 2023

Factor Review Performance for Composites

Deeper performance insights into ETFs, Baskets, and Indexes

This update offers a new view in the "Analyze Composite Securities" workflow (for background, see support article) to better understand the realized risk and return drivers of a composite, which includes ETFs, Baskets, and Indexes. The Factor Review|Performance table applies several of OP's existing portfolio analytics to Composites.

  • Understanding how much return and return were driven by Factors vs. Alpha

  • Understand which factors drove the most amount of return and risk for a given composite

  • Understand the risk-adjusted ratio associated with different factors and alpha

Whether you are a Long/Short manager looking to use ETFs for tactical positioning/hedging or a Long Only active manager looking to better understand recent Index performance drivers - the Factor Review table is for you!

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