Portfolio performance management


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Milliman uses robust tools to provide in-depth, quantifiable evidence of manager skill and performance. We employ automated reporting, using data warehousing to electronically capture data for analysis, which circumvents manual-entry errors.

We have an elaborate system of checks and balances that ensure our performance analysis is accurate. Automated checks highlight any discrepancies or inconsistencies and our data also undergoes an extensive manual recheck. Finally, our results are peer reviewed before being presented to clients in an easy-to-understand, customized report.

Our performance evaluation system is in compliance with CFA Institute and IMCA performance reporting standards and includes:

  • Evaluation of fund management: We evaluate factors such as depth of professional staff, organization structure, assets under management, and any changes in people or process.
  • Absolute and relative performance appraisal: Investment manager performance is compared with previously set goals, as well as that of industry peers and relevant market indices. Milliman offers the latest techniques for comparing manager performance against evolving industry benchmarks and peer measures.
  • Risk assessment: We analyze to make sure the total return achieved is within an appropriate level of risk for each portfolio.
  • Style analysis: We monitor managers for "style drift" within their respective mandates. Milliman consultants then evaluate the plan's investments quantitatively and qualitatively. The result is a clear view of where an active manager added to or detracted from value compared with a passive index alternative.

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