Reference

Simple Performance Attribution Explanation

Written by Kris
Updated over a week ago

Normalized Factor Returns

Tracking a factor's overextension to its mean

Written by Kris
Updated over a week ago

Factor Trends

How do you know if a factor is overbought or oversold?

Written by Edgar Nuñez
Updated over a week ago

Return Calculation Methodology

Written by Kris
Updated over a week ago

Defining Risk

Total Risk and Factor, Specific Risk Decomposition Explained

Written by Edgar Nuñez
Updated over a week ago

Factor Drift Methodology

Automatic calculations display how a factor's current risk & exposure sizes up against its historic values

Written by Kris
Updated this week

Exposure Contributors

Determine which security in your portfolio is contributing to your portfolio's net factor exposure

Written by Edgar Nuñez
Updated over a week ago

Implied Expected Returns

Implied Expected Returns can be generated for any portfolio given the composition of securities and their weights.

Written by Edgar Nuñez
Updated over a week ago

Whitepaper: Unravelling Risk and Alpha

Applying Factor Insights to Fundamentally Managed Portfolios

Written by Edgar Nuñez
Updated over a week ago