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!