Attribution Report
(2024-09-17 13:00:22)
| P&L Contrib - country |
P&L Contrib - industry |
P&L Contrib - sector |
P&L Contrib - size |
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| AlphaThemeContrib |
AggrAlphaThemeContrib |
SpecretContrib |
RiskThemeContrib |
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| CountryTiltContrib |
IndustryTiltContrib |
SizeTiltContrib |
CostContrib |
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| AggrCountryTiltContrib |
AggryIndustryTiltContrib |
AggrSizeTiltContrib |
CategContrib |
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| CompositeContrib - log |
CompositeContrib |
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Country-Factor Attribution
| Ctry-AggrAlphaTheme |
Ctry-AggrSpecret |
Ctry-AggrAlphaSpread |
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| Ctry-AggrCtryContrib |
Ctry-AggrIndContrib |
Ctry-AggrSizeContrib |
Ctry-AggrRisk |
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CN
| AggrContrib-CN |
AlphaThemeContrib-CN |
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JP
| AggrContrib-JP |
AlphaThemeContrib-JP |
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Sector-Factor Attribution
| Sctr-AggrAlphaTheme |
Sctr-AggrSpecret |
Sctr-AggrAlphaSpread |
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| Sctr-AggrCtryContrib |
Sctr-AggrIndContrib |
Sctr-AggrSizeContrib |
Sctr-AggrRisk |
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CDIS
| AggrContrib-CDIS |
AlphaThemeContrib-CDIS |
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COMM
| AggrContrib-COMM |
AlphaThemeContrib-COMM |
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CSTP
| AggrContrib-CSTP |
AlphaThemeContrib-CSTP |
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ENER
| AggrContrib-ENER |
AlphaThemeContrib-ENER |
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FNCL
| AggrContrib-FNCL |
AlphaThemeContrib-FNCL |
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HLTH
| AggrContrib-HLTH |
AlphaThemeContrib-HLTH |
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INDU
| AggrContrib-INDU |
AlphaThemeContrib-INDU |
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MATR
| AggrContrib-MATR |
AlphaThemeContrib-MATR |
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REAL
| AggrContrib-REAL |
AlphaThemeContrib-REAL |
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TECH
| AggrContrib-TECH |
AlphaThemeContrib-TECH |
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UTIL
| AggrContrib-UTIL |
AlphaThemeContrib-UTIL |
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