RBC Dexia Investor Services is introducing security level attribution, the first in a series of enhanced investment analytics services for institutional investors.

Security level attribution is a new service that provides institutional investors with detailed fund analysis and concise performance reporting.

“In today’s investing environment, being able to measure and analyze all aspects of a fund’s performance can be as challenging as generating the returns in the first place,” says Fay Coroneos, head, risk & investment analytics with RBC Dexia. “Security level attribution provides institutional investors with access to the detailed performance insight they demand, without the complexity and excessive infrastructure costs that usually accompany such services.”

Security level attribution provides customized analytics that can mirror the holdings structures of a wide variety of mandates, ensuring accurate monitoring of the manager’s overall investment strategy. Institutional investors can choose to customize performance and attribution measurement through a wide range of options, including performance calculation methodologies, portfolio segmentation definitions, multiple benchmarks and more than 50 other risk and return measures such as Jenson’s measure or alpha, Sharpe, Treynor, downside deviation, drawdown and recovery period.

“Security level attribution delivers true insight into a fund manager’s decision making process,” says Coroneos. “Knowing how managers add value is just as critical as knowing where they add it, be it by country or sector preferences, allocation or security selection, or a host of other factors. Security level attribution reveals these details and illustrates performance not only by portfolio and segment, but by security level as well.”