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1. 发明申请

US20160098796A1 Performance Attribution for Portfolios with Composite Investments 审中-公开
标题翻译：综合投资组合的绩效归因
公开(公告)号：US20160098796A1
公开(公告)日：2016-04-07
申请号：US14505258
申请日：2014-10-02
申请人： Vishv Jeet , Vishal Shekhar
发明人： Vishv Jeet , Vishal Shekhar
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： In existing performance attribution, composite investments are resolved into simple assets, and the performance attribution provides results only for the resolved, net investment in the simple assets. As a result, the individual investment in the composite investment in isolation is lost, and it is impossible to determine if the investment in the composite investment in isolation helped or hurt performance. Approaches are described to determine attribution in a manner in which the attribution hierarchy is altered so that, after reporting on the performance of the full portfolio, a further level of attribution reports on a set of sub-portfolios. The first sub-portfolio represents the original investments in simple assets only while the other sub-portfolios represent investments in each composite investment. This composite-first performance attribution determines the individual contribution to performance of each composite investment, resulting in more detailed, practical, and intuitive results.
摘要翻译：在现有绩效归因中，复合投资被解决为简单资产，绩效归因只为解决的简单资产的净投资提供了结果。因此，孤立投资复合投资的个人投资损失，无法确定孤立投资对投资的影响是否有助于或损害业绩。描述方法来确定属性层次结构被改变的方式，以便在报告完整投资组合的表现后，对一组子投资组合进行进一步的归因报告。第一个子投资组合仅代表简单资产的原始投资，而其他子投资组合则代表每个复合投资的投资。这种综合优先性能归因决定了每个复合投资对绩效的个人贡献，从而导致更详细，实用和直观的结果。

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