Marquette Associates > Services Overview > Performance Measurement
Portfolio Monitoring
Effectively monitoring the portfolio requires independent performance reconciliation and customized reporting to ensure compliance with investment policy targets.

Independent & actual

Marquette Associates helps provide institutions with independent, actual performance measurement that is reconciled with investment managers. Individual holdings and transactions for each investment portfolio are loaded into our proprietary database as the basis for obtaining accurate statistical analysis.

The Marquette performance universes consist of both actual manager and peer results to accurately monitor investment manager effectiveness. By using actual performance, Marquette avoids simulating performance results and eliminates bias. Daily transaction data and monthly market values are obtained from custodial statements to compute monthly time-weighted rates of return. Security-level equity data is also used for analytics and performance attribution. Universe statistics consisting of over 1,700 total funds and over 19,000 individual portfolios are then applied for comparison purposes.
Marquette portfolio monitoring includes:

  • U.S. equity holdings analysis – Sector attribution analysis, market capitalization attribution analysis, style characteristics and individual holding attribution 
  • Fixed income analysis – Maturity analysis, sector allocation review, credit quality distribution and portfolio characteristic analysis 
  • Non-U.S. equity analysis – Regional allocation, country and holdings analysis and portfolio characteristics review 
  • Asset allocation impact analysis – Measures the total investment program return, such as how recent variations to the target asset allocation have affected the portfolio
  • Individual investment manager portfolio review – Details the source of each manager’s return relative to their benchmark index and peer group 
Featured Research