About Portfolio Manager Performance Attribution Pathway

Portfolio managers (PMs) need to be aware of the different sources of realised performance and be able to understand where to strengthen the required governance of the investment process. Through the process of portfolio attribution portfolio managers can dissect the portfolio performance to identify the sources of return and to relate them to active decisions made by the portfolio. In this pathway, Ali Chabaane outlines the importance of portfolio attribution as well as several models PMs can utilise to assess their performance depending on the type of portfolio they manage. He outlines the Brinson Model, as well as Risk Factor Attribution Models for various types of portfolios including fixed income portfolios.

In this pathway

Pathway experts

Ali Chabaane

25 years: Investment management

With over 20 years of experience leading investment teams across equity, fixed income and multi-asset portfolios, Ali is now Managing Director at Fastnet Asset Management which provides portfolio managers with insights on how active performance is generated and how to enhance it. Prior to Fastnet, Ali has previously been Global Head of Portfolio Construction at Amundi, and Head of Credit Risk Methodologies at BNP Paribas.