CAPTURE INSIGHT PERFORMANCE ATTRIBUTION

WHAT DOES PAST PERFORMANCE ATTRIBUTION

SAY ABOUT FUTURE ACTIVE RISK?

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TODAY’S AGENDA

» Webinar details

» Introduction to Bloomberg Portfolio Risk & Analytics

» Understanding customization

» Total return attribution

» Factor based attribution

» Analysis of active forward risk and risk bets

» Attribution analysis on your proprietary data

» Introduction to multi asset class attribution

» Q&A

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MULTI ASSET CLASS, PORTFOLIO RISK

AND ANALYTICS SOLUTION

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A CUSTOMIZABLE SOLUTION

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SLICE AND DICE DATA

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GRAPHICAL REPRESENTATION

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REPORTS VIA EXCEL OR PDF

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CONTRIBUTION TO RETURN - TOTAL RETURN (BRINSON) MODEL

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POWERFUL GRAPHICAL SUMMARY

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FACTOR BASED ATTRIBUTION

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COUNTRY, INDUSTRY, STYLE AND

CURRENCY CONTRIBUTION

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BLOOMBERG OFFERS TRANSPARENCY

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EXPOSURE CONSIDERED

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RECAP SO FAR…

Portfolio return can be explained as contribution to

return from multiple perspectives:

• Total Return from a BICS, or Country, or

customized ‘Waterfall’ to slice and dice holdings.

• Factor Based Returns explain Industry, Style,

Country and Currency contribution.

Whether articulating performance to investors or

analyzing a potential new fund investment,

portfolio attribution explains past performance and

can inform your forward risk.

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TRACKING ERROR

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FACTOR TRANSPARENCY

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FORMULA DETAIL

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ATTRIBUTION ON CUSTOM DATA

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DESCRIBE A PORTFOLIO WITH

CUSTOM CLASSIFICATIONS

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UNDERSTAND YOUR CONTRIBUTION

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A MULTI ASSET CLASS SOLUTION

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MULTIPLE ASSET CLASSES IN A

SINGLE PORTFOLIO OR BENCHMARK

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23 MORE RESOURCES

• Contact your Bloomberg Rep for training, brochures and white papers

• HELP<GO> for further explanation and videos

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WEBINAR DETAILS - RECAP

» On Demand

• This webinar will be available ON DEMAND starting on 12/12/14 and available for 90 days

» Slide availability

• The slides will be available through the ON DEMAND link to view this webinar; they will also be attached to the post webinar mailing

» Q&A

• We will attempt to answer as many questions as possible

• Additional answers to questions asked during today’s webinar will be aggregated and part of the post-mailing sent out the following week

» Inviting a colleague

• If you’d like to invite a colleague to view the ON DEMAND version of this presentation, they may register at AMER: http://www.bloomberglp.com/performanceattribution EMEA/APAC: http://www.bloomberglp.com/attribution

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CONTACT >>>>>>>>>>>>>>>>>>>>>>>> portsolution@bloomberg.net NEW YORK +1 212 617 7070 LONDON +44 20 7330 7099 SINGAPORE +65 6212 9798