In-depth portfolio analysis

We undertake in-depth quantitative research at all stages of the process to ensure managers perform to expectations, and stay true to their stated investment approach. This is done using proprietary analytical tools, supported by external systems. Key analysis includes:

  • attribution analysis
  • decomposition of portfolio positioning and risk
  • style analysis
  • analysis of portfolio characteristics
  • analysis of portfolio trading activity
  • performance relative to the benchmark and sector.

As we access the great majority of the managers in our Researched Range through segregated portfolios, we receive portfolio information direct from the administrator, rather than being reliant on the portfolio managers to supply this information. This gives us a very high level of visibility on the portfolios, allowing us to conduct very precise holdings and trading analysis as well as to ensure that managers stick to the agreed objectives and parameters.