Sentences with phrase «sector attribution analysis»
Not exact matches
An attribution analysis confirmed that in fact most of the excess return came from selection effect, [3] in which active managers demonstrated their ability to pick winning stocks within each sector.
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Commentary and analysis include, but are not limited to, the allocation of a fund's portfolio securities and other investments among various asset classes, sectors, industries and countries, the characteristics of the stock components and other investments of a fund, the attribution of fund returns by asset class, sector, industry and country, and the volatility characteristics of a fund.