Specialist Vendors of Investment Performance Attribution

January 23, 2004

Abstract

Boston, MA, USA  January 23, 2004

 

In a new report, " ," Celent compares eleven applications offered by leading investment performance attribution vendors in the U.S. and Europe. This report is a companion to Celent’s earlier report, "The Science and Art of Performance Attribution for Investing, Servicing & Marketing," which provides market overview trends.

There are three types of investment performance attribution providers on the market today: portfolio management systems, performance specialists and analytics specialists.

This report focuses on the performance specialists and compares their solutions’ features and functionalities.  A future report will cover the performance attribution modules of portfolio management systems. Although all the categories compete with one another, the segmentation will help financial institutions understand the large number of providers with full and detailed coverage.

"In 2004, vendors will launch new releases that completely upgrade system architecture and broaden functionality," says

Denise Valentine, Celent analyst and author of the report. "Vendors will focus their attention on financial institutions."

The following vendors were included in the study: Barra, Base-Two Investment Management Systems, FactSet Research Systems, Russell/Mellon Analytical Services, Reveleus—A Division of i-flex Solutions, StatPro, Thomson Vestek, Wilshire Associates, Strategic Asset Management Solutions, and two fixed income specialists, CMS Bond Edge and The Yield Book.

A is available online.

of Celent Communications' Retail Securities & Investments and Institutional Securities & Investments research services can download the report electronically by clicking on the icon to the left.  Non-members should contact info@celent.com for more information.

        

Send mail to info@celent.com with questions or comments about this Web site.

Celent is a research and advisory firm dedicated to helping financial institutions formulate comprehensive business and technology strategies. Celent publishes reports identifying trends and best practices in financial services technology and conducts consulting engagements for financial institutions looking to use technology to enhance existing business processes or launch new business strategies. With a team of internationally based analysts, Celent is uniquely positioned to offer strategic advice and market insights on a global basis. Celent is a member of the Oliver Wyman Group, which is a wholly-owned subsidiary of Marsh & McLennan Companies [NYSE: MMC].

Media Contacts

North America
Michele Pace
mpace@celent.com
Tel: +1 212 345 1366

Europe (London)
Chris Williams
cwilliams@celent.com
Tel: +44 (0)782 448 3336

Asia (Tokyo)
Yumi Nagaoka
ynagaoka@celent.com
Tel.: +81 3 3500 3023

Table of Contents

 

Boston, MA, USA January 23, 2004

Performance Attribution  Vendors 

Return to report Abstract

 

EXECUTIVE SUMMARY 3
INTRODUCTION 4
MARKET TRENDS 6
SPECIALIST VENDOR PROFILES 9
  BARRA, Inc. 11
  Base-Two Investment Management Systems, Inc. 12
  FactSet Research Systems, Inc. 14
  Reveleus, An i-flex Business 15
  Russell/Mellon Analytical Services 16
  Strategic Asset Management Solutions 17
  StatPro 19
  Thomson Vestek 21
  Wilshire Associates 22
  Fixed Income-Only Specialists 23
  CMS Bond Edge 24
  The Yield Book, Inc. 26
OVERVIEW OF ATTRIBUTION SOLUTIONS 29
FUTURE TRENDS 35
OBJECTIVITY & METHODOLOGY 38

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