Equity and hybrid attribution settings
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Equity and hybrid attribution settings

These settings are used when applying a top-down Brinson allocation model

Description
Link
Sectors to use for Brinson attribution
🔧BrinsonAllocationSectors
Which variant of the Brinson model to use
🔧BrinsonModel
Whether to calculate interaction
🔧InteractionAttribution
Sectors to use when calculating Brinson attribution on carry returns
🔧CarryAllocationSectors
Sectors to use when calculating Brinson attribution on sovereign curve returns
🔧CurveAllocationSectors
Sectors to use when calculating Brinson attribution on spread returns
🔧SpreadAllocationSectors
Sectors to use when calculating Brinson attribution on residual returns
🔧ResidualAllocationSectors
Whether to use normlised stock selection calculation
🔧NormalisedStockSelection
Where to allocate off-benchmark holdings
🔧OffBenchmark
Where to allocate off-benchmark holdings where an entire sector has zero holdings
🔧OffBenchmarkSector
Whether to calculate price return between portfolio and benchmark
🔧PriceReturn
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