Dashboard Analytics

Charlie Russo avatar Arya Damodharan avatar Daniel Ronde avatar +11
21 articles in this collection
Written by Charlie Russo, Arya Damodharan, Daniel Ronde and 11 others
Methodology

Novus vs. Brinson: A Showdown

The Novus and Brinson frameworks are used for long/short and long-only portfolio attribution, respectively. But are they actually different?
Andrea Gentilini avatar
Written by Andrea Gentilini
Updated this week

(Apparent) Brinson Anomaly

The selection component of a Brinson attribution is positive when analyzing by sector, but negative for market cap. Can this be true?
Andrea Gentilini avatar
Written by Andrea Gentilini
Updated this week

Novus Framework

A proprietary method for calculating alpha and measuring manager skill.
Daniel Mathon avatar
Written by Daniel Mathon
Updated this week

Fund Attribution

What is the impact of asset allocation vs. manager selection decisions on the overall performance of my portfolio?
Andrea Gentilini avatar
Written by Andrea Gentilini
Updated this week

Selection Framework

The foundational relative analysis.
Charlie Russo avatar
Written by Charlie Russo
Updated this week

Overlap

How diverse is your portfolio? How many overlapping positions do your managers share? Novus has the answers.
John Lobel avatar
Written by John Lobel
Updated this week

Portfolio Liquidity

This article illustrates the Novus approach to understanding Portfolio Liquidity.
Jacob Ross avatar
Written by Jacob Ross
Updated this week

Smoothing

How come long+short≠total? What is smoothing, why it's needed, the math behind it, toggling smoothing in dashboards, & other considerations.
Andrea Gentilini avatar
Written by Andrea Gentilini
Updated this week

Intro to Batting Average & Win-Loss Ratio

These two metrics are preferred by investors as a reliable measurements of a manager's investment decisions.
Robert Eyerman avatar
Written by Robert Eyerman
Updated this week

Batting Average, Win-Loss Ratio, and Relative Net Gain

In this methodology deep-dive, we explore the relationship between BA and WLR, as well as how they apply to risk-adjusted returns.
Robert Eyerman avatar
Written by Robert Eyerman
Updated this week

ROIC

Methodology and calculations for Return on Invested Capital, as well as insights to be gleaned from its results.
Arya Damodharan avatar
Written by Arya Damodharan
Updated this week

Turnover

Methodology for Dollar Turnover and Position Turnover, and how to measure the impact of turnover in your portfolio.
Levi Branstetter avatar
Written by Levi Branstetter
Updated this week