CFA Spain - Understanding The Source Of Your Historical Performance In Order To Improve Future Returns

Chris Ellis, FactSet will present a highly customisable framework that allows for detailed focus into high yield, investment grade, balanced - or even equity - attribution.

Understanding The Sources Of Your Historical Performance In Order To Improve Future Returns
Chris Ellis, Director of Products, FactSet
Unlike equity performance attribution, fixed income or balanced attribution lacks a consensus approach. Thus, portfolio managers, plan sponsors, and investment consultants face the challenges of a multitude of choices and little uniformity in the model and the calculations. It must be tailored, to a varying degree, to the investment process.

Chris Ellis joined the FactSet team in 1994 and currently serves as the Director of Analytical Products.  With over 800 clients and 5000 users worldwide, the portfolio analytics team specializes in meeting the needs of investment managers, fund of funds firms, and plan sponsors for performance attribution, risk optimization, and returns-based analysis. 
 
Chris is a graduate of Stanford University and has been awarded the CFA designation