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 over a week ago

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