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Loomis Sayles Attribution Analysis from Loomis Sayles
This analysis tool assists in determining the impacts of various investment decisions on portfolio performance, focusing on areas like asset allocation and security selection.
Product analysis by function
Performance Attribution Systems for Portfolio Management
Solutions that analyze and decompose investment performance to identify sources of returns and attribution to specific investment decisions, sectors, or factors. These systems help portfolio managers understand drivers of performance and adjust strategies accordingly.
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Data Integration
(0 Yes /0 Known /10 Possible features)
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Multi-Source Data Ingestion Ability to import data from multiple custodians, fund administrators, market data vendors, and internal systems. |
No information available | |
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Data Normalization Automatic harmonization of data formats and conventions across sources. |
No information available | |
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Real-Time Data Processing Support for processing data in real-time or near real-time for timely attribution. |
No information available | |
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Data Validation & Quality Checks Built-in rules and checks to identify, flag, and correct anomalies in portfolio, market, and reference data. |
No information available | |
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Corporate Actions Processing Automated adjustment and integration of corporate actions into datasets and performance calculations. |
No information available | |
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Flexible Data Mapping Customizable mapping interface to align system-required data fields with source fields. |
No information available | |
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Data History Support Ability to handle long-term historical datasets for back-testing and trend analysis. |
No information available | |
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Data Upload Speed Rate at which the system can upload data files. |
No information available | |
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Automated Data Refresh Frequency How often data feeds can be automatically refreshed. |
No information available | |
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API Availability Provision of APIs for data integration with other platforms. |
No information available |
Attribution Methodologies
(6 Yes /6 Known /12 Possible features)
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Multi-Level Attribution Analysis Support for total, top-down, bottom-up, Brinson, factor-based and hybrid attribution models. |
Product documentation and marketing explicitly mention support for multi-level attribution such as top-down, bottom-up, Brinson, and factor-based models. | |
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Custom Attribution Models User-defined and configurable attribution models to suit firm-specific requirements. |
No information available | |
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Support for Equity Attribution Full implementation of equity return attribution methodologies. |
Product is described as an attribution analysis platform focused on equity portfolios and security selection impacts. | |
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Fixed Income Attribution Support for bond, credit, yield curve, spread, and duration-based attribution. |
Marketing and product information highlights support for fixed income and yield curve performance attribution. | |
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Multi-Asset Attribution Ability to handle portfolios with multiple asset classes and aggregate attribution results. |
Focus is on portfolio-level analysis, implying multi-asset attribution capability. | |
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Currency Attribution Measurement of the impact of currency selection and currency management on returns. |
Includes assessment of currency management impacts in investment decision analysis. | |
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Leverage Attribution Extension to calculate the performance impacts of leverage and derivatives. |
No information available | |
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Look-Through Attribution Drill-down capability to underlying securities or funds (e.g., ETFs, mutual funds). |
No information available | |
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Multi-Period Attribution Ability to aggregate and decompose performance over custom periods. |
Attribution reporting includes aggregation and decomposition across time periods. | |
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Residual Analysis Captures unexplained or residual returns for deeper investigation. |
No information available | |
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Attribution Granularity Smallest possible granularity for reporting (e.g., sector, region, security). |
No information available | |
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Turnover Attribution Measures impact of trading activity on performance. |
No information available |
Accuracy and Calculation Quality
(0 Yes /0 Known /9 Possible features)
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GIPS Compliance Calculation methodologies are compliant with Global Investment Performance Standards (GIPS). |
No information available | |
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Reconciliation Tools Built-in reconciliation of position-level data with accounting, custody, and front-office records. |
No information available | |
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Audit Trail Complete logging of calculation steps and data changes for compliance and troubleshooting. |
No information available | |
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Error Margin Reporting Confidence intervals or error margins provided for attribution results. |
No information available | |
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Simultaneous Multi-Period Calculations Ability to perform calculations for multiple periods in parallel. |
No information available | |
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Customizable Holiday Calendars Allows choosing/defining holiday calendars for date-sensitive calculations. |
No information available | |
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Rounding & Precision Configuration Settings to control display and calculation precision for all outputs. |
No information available | |
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Comprehensive Error Logging Transparent description and reporting of calculation errors/warnings. |
No information available | |
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Calculation Speed Average time taken to process attribution calculations for a standard portfolio. |
No information available |
Reporting & Visualization
(5 Yes /5 Known /9 Possible features)
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Customizable Reports Editable and re-usable report templates matching branding and client needs. |
Vendor details and presentations state customizable reporting for client stakeholders. | |
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Dynamic Dashboards Interactive dashboards for slicing, dicing and visualizing attribution data. |
Marketing emphasizes visualization tools and dashboards for attribution data. | |
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Export Formats Ability to export results in PDF, Excel, CSV, PPT, and more. |
Export options include Excel and PDF, as mentioned in product support documentation. | |
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Automated Report Scheduling Set and schedule automatic delivery of periodic reports. |
No information available | |
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Data Visualization Options Range of charts, heatmaps, tables, and graphs for intuitive results analysis. |
Described as having tables and graphical report options. | |
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Drill-Down & Drill-Through Users can explore attribution from high-level summaries to underlying security-level details. |
Users can analyze down to security-level details, per Loomis Sayles documentation. | |
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Multi-Language Reporting Display results in multiple languages based on client preferences. |
No information available | |
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Report Generation Speed Average time to generate a standard performance attribution report. |
No information available | |
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Accessibility Features Support for accessibility (e.g., screen readers, colorblind palettes) in all reports and dashboards. |
. | No information available |
User Access and Security
(0 Yes /0 Known /8 Possible features)
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Role-Based Access Controls Flexible user roles to control permissions for viewing or editing portfolios and reports. |
No information available | |
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Multi-Factor Authentication Extra layer of user authentication to prevent unauthorized access. |
No information available | |
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Single Sign-On Integration Integration with enterprise SSO solutions for ease and control. |
No information available | |
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Data Encryption (In Transit/At Rest) Encryption of sensitive data both during transfer and in storage. |
No information available | |
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User Activity Logging Comprehensive audit of user actions for compliance and oversight. |
No information available | |
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Granular Permission Levels Admin can specify permissions down to specific portfolios or systems. |
No information available | |
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Session Timeout Setting Adjustable session inactivity timeout for added security. |
No information available | |
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Number of Simultaneous Users Supported System’s capacity to serve multiple concurrent users without degradation. |
No information available |
Scalability & Performance
(0 Yes /0 Known /7 Possible features)
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Horizontal Scalability System accommodates increased loads by adding more servers or cloud resources. |
No information available | |
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Vertical Scalability Improved performance through hardware upgrades without architectural changes. |
No information available | |
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Automatic Load Balancing Dynamically balances system resources during high-activity periods. |
No information available | |
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Maximum Portfolio Size Largest supported portfolio (in number of securities) for accurate attribution. |
No information available | |
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Maximum Portfolios Supported Total portfolios the system can process in parallel. |
No information available | |
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Latency under Load Average response time when handling system’s maximum load. |
No information available | |
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Concurrent Calculations Capability Number of attribution calculations processed in parallel. |
No information available |
Automation & Workflow Management
(0 Yes /0 Known /6 Possible features)
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Automated Data Import Scheduled or event-driven import of data without manual intervention. |
No information available | |
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Automated Exception Handling Systematic treatment of data or calculation issues with notification and escalation. |
No information available | |
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Workflow Customization Users can define, save, and manage custom workflows for their teams. |
No information available | |
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Batch Processing Simultaneous execution of recurring calculations or reports for multiple portfolios. |
No information available | |
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Alerting & Notification Automated alerts for issues like data delays, reconciliation failures, or unusual results. |
No information available | |
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Workflow Audit and Tracking Complete history of all automated and manual process execution. |
No information available |
Compliance & Regulatory Support
(0 Yes /0 Known /5 Possible features)
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Regulatory Reporting Templates Built-in templates for regulatory and client reporting (UCITS, GIPS, MiFID II, etc). |
No information available | |
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Audit Readiness Capabilities to produce structured logs and documentation required for audits. |
No information available | |
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Regulatory Framework Updates Timely system updates when new rules apply to performance and attribution. |
No information available | |
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Data Retention Controls Ability to manage historical data storage per retention policies. |
No information available | |
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Client-Specific Compliance Configuration Tailoring outputs to unique compliance needs of clients. |
No information available |
Integration & Extensibility
(0 Yes /0 Known /6 Possible features)
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Open API Access Rich, documented APIs for data query, update, and systems integration. |
No information available | |
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Plugin Framework Support for firm-specific modules, custom analytics, or reporting plugins. |
No information available | |
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Bidirectional Data Flows Export and re-import enriched or augmented attribution data. |
No information available | |
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Integration with OMS/PMS Direct connection with Order Management and Portfolio Management Systems. |
No information available | |
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Third-Party Data Provider Integration Plug-and-play integration with major market and reference data vendors. |
No information available | |
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Webhooks / Event Hooks Trigger actions in other systems based on events in the attribution platform. |
No information available |
Client Support & Training
(3 Yes /3 Known /6 Possible features)
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Dedicated Account Management Each client has a dedicated manager or team for support and relationship management. |
Each institutional client with Loomis Sayles receives dedicated support as part of their relationship management. | |
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24/7 Technical Support Round-the-clock support availability for critical issues. |
No information available | |
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Onboarding & Training Programs Structured onboarding, documentation, and in-person or online training. |
Loomis Sayles provides onboarding and on-demand training for client users of their performance platforms. | |
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Knowledgebase Access Comprehensive online documentation, FAQ, and tutorials. |
Product documentation resources are available through Loomis Sayles' client portal. | |
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User Community Access to forums or user groups to share best practices. |
No information available | |
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Response Time SLA Guaranteed maximum initial response time for support requests. |
No information available |
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