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Global asset studies

The world’s largest pension funds

A joint annual research study of the world’s 300 largest pension funds

Global asset studies

The world’s largest pension funds

A joint annual research study of the world’s 300 largest pension funds

With great power comes great responsibility

With great power comes great responsibility

Duty of ownership working group paper

Fundamental return attribution

Fundamental return attribution

Separating returns due to short-term noise from intrinsic portfolio growth

This paper describes a new attribution and monitoring framework that separates a portfolio’s returns into three main components. Returns arising from changes in market sentiment (multiple return), the growth of the portfolio’s fundamental characteristics (growth return) and the change in those fundamental characteristics due to changes in the portfolio’s holdings…

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