UNTIL NOW, identifying investment skill has been notoriously difficult. Inalytics has solved this problem by adopting an evidence-based approach that pinpoints the key drivers of any investment process. Specifically, we analyze every decision ever taken by a manager, all active portfolio positions and each purchase and sale.

Our independent forensic analysis of the investment process allows us to get behind the track records to extract where, how and why alpha is generated and lost. Our research reveals that avoidable inefficiencies, particularly behavioural ones, typically cost between 100 and 300 basis points per annum.

As ex-fund managers, our approach is completely in tune with the decisions investment managers actually take. By revealing how investment convictions and timing decisions generate or lose alpha, we enable you to make that vital connection between investment skill and alpha.

 

Identifying skill for Attribution analysis of
Asset Managers Pension Funds Bonds Equities