PORTFOLIO ATTRIBUTION
PRO
Total AUM:
$12.4B
Benchmark:
S&P 500
+14.2% YTD
Cumulative Return vs Benchmark
1Y
YTD
3Y
Risk Metrics
Sharpe Ratio
1.85
Tracking Error
3.2%
Beta
1.05
Max Drawdown
-12.4%
Asset Allocation
Brinson-Fachler Attribution
ML ENHANCED
Sector
Alloc %
Select %
Interact %
Total %
Total Active Return
+2.45%
Information Ratio
0.76
ML Alpha Extraction
NLP Sentiment Momentum
+1.15%
Alternative Data Signals
+0.85%
Statistical Arbitrage
+0.45%
ML models account for
100%
of active return generation this period.
Factor Exposures