Reporting

• Attribution Absolute/Relative
• Risk Reporting
• Reporting

Attribution Absolute/Relative

Merlin's System provides valuable insight into the sources of fund performance. Because it is fully dynamic, Merlin's system supplies transaction based attribution and registers the performance effect of every transaction.

Relative Attribution is supported and can be evaluated using such models as Brinson Hood Beebower, BHB Variation, Brinson Fachler and Brinson Fachler with Interaction. Linking methods include geometric, logarithmic, arithmetic, optimized, and dollar.

Absolute Attribution is supported by Profit & Loss reports that detail contribution and ROI by position, sector, and strategy or customized categories.