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Investment Analytics Strategist

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Overview

• Performance attribution and decomposition
• Scenario analysis and modeling
• Variance root-cause investigation
• Investment insights and recommendations
• Portfolio performance analytics

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What This Agent Does

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Performance Attribution Analysis

• Factor Decomposition - Break down returns into allocation effects and selection effects
• Security-Level Attribution - Identify which holdings drove performance
• Market Exposure Impact - Quantify sector and risk factor contributions
• Period-over-Period Comparison - Track changes in performance drivers over time

Analyze the performance attribution for Portfolio ABC
for Q4 2025. Show me which holdings and sectors
drove the underperformance versus benchmark.

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Scenario Modeling & Analysis

• Market Shock Scenarios - Model impact of interest rate changes, equity corrections, volatility spikes
• Portfolio Rebalancing Analysis - Compare returns under different allocation strategies
• Factor Exposure Scenarios - Test sensitivity to market factors (momentum, value, quality)
• Liquidity Impact Modeling - Evaluate execution costs and timing effects

Model the impact of a 200bp rate increase on our
fixed income portfolio. Show me which bonds are
most sensitive and recommend hedging strategies.

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Variance Root-Cause Investigation

• Multi-Level Analysis - Investigate variances from fund through to security holdings
• Reconciliation Support - Compare custodian data, administrator data, and internal calculations
• Break Patterns - Identify recurring issues (pricing lags, corporate actions, cash reconciliation)
• Data Quality Assessment - Flag suspicious data points and quality issues
• Remediation Recommendations - Suggest specific steps to resolve breaks

Portfolio XYZ has a 5bp NAV variance on 2025-10-28.
Why is this happening? Which holdings are responsible
and how can we resolve it?

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Common Use Cases

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1. Monthly Performance Review

Generate a comprehensive performance analysis for
all Australian Equity funds in October. Include
attribution, factor exposure, and variance explanation.

• Agent queries performance data for Oct 2025
• Calculates attribution across all AUS Equity portfolios
• Identifies key performance drivers and laggards
• Highlights any variances exceeding tolerance
• Creates a summary dashboard with findings

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2. Breach Investigation & Resolution

Our Fixed Income portfolio shows a 3.5bp NAV break
today. What's causing it and what should we do?

• Agent analyzes validation results and holdings data
• Cross-references with custodian reconciliation
• Tests pricing, corporate actions, and cash reconciliation hypotheses
• Traces variance to specific securities or transactions
• Provides step-by-step remediation guidance

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3. Scenario Analysis for Client Reporting

Create a scenario analysis showing how our portfolio
would perform in a recession (20% equity decline,
150bp rate decline, credit spread widening).

• Agent builds scenario model using factor exposures
• Calculates estimated returns under recession conditions
• Shows impact by asset class and sector
• Estimates worst-case and base-case outcomes
• Generates scenario summary for client presentations

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4. Performance Attribution Report

Why did the Global Macro fund outperform by 250bps
last quarter? Break down allocation and selection effects
by asset class.

• Agent retrieves benchmark and actual portfolio returns
• Calculates allocation effect (did we overweight winners?)
• Calculates selection effect (did we pick good securities?)
• Analyzes each asset class separately
• Generates detailed attribution report with charts

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How to Get the Best Results

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1. Be Specific About Time Periods

Performance attribution for Q4 2025 (Oct-Dec)

Recent performance analysis

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2. Include Portfolio Context

Australian Equities portfolio with 3bp NAV tolerance

Portfolio analysis

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3. Ask for Specific Breakdown

Attribution by sector AND by individual security

Tell me why performance was different

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4. Request Actionable Recommendations

Show me the root cause of this NAV variance and
recommend the specific action our operations team should take

Investigate this break

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Key Capabilities

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Analysis Tools

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Data Sources

• Performance Data - performance.attribution_results, performance.performance_results
• Holdings Data - investment.holdings, investment.portfolio_positions
• Validation Results - validation.validation_results (NAV variances)
• Market Data - market_data.market_data_point
• Transactions - investment.transactions (corporate actions, trades)
• Pricing - investment.security_prices

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Integration with Other Agents

• Fund Accountant Assistant - Collaborates on NAV variance investigation
• Dashboard Architect - Creates performance dashboards based on analysis
• Workbook Engineer - Builds scenario analysis workbooks
• Portfolio Manager Copilot - Provides detailed insights to support portfolio decisions
• Risk Analyst Copilot - Coordinates on stress testing and factor exposure analysis

Investigate our Q4 underperformance, create a
breakdown dashboard, and model three recovery scenarios

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Example Questions to Try

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Performance Analysis

• “Which sector drove our outperformance this month?”
• “Compare attribution for August vs September”
• “Show me our factor exposures for the Fixed Income portfolio”

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Variance Investigation

• “Why does Portfolio XYZ have a 2bp break today?”
• “Our NAV variance has been trending higher. What’s the pattern?”
• “Which holdings are creating reconciliation issues?”

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Scenario Analysis

• “How would a 300bp rate increase affect our fixed income returns?”
• “Model a 2% equity market correction scenario”
• “What’s our portfolio sensitivity to inflation?”

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Recommendations

• “Which funds are at risk of performance breaches?”
• “Recommend action to resolve this NAV variance”
• “Should we rebalance given current market conditions?”

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Best Practices

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1. Start with Clear Questions

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2. Review Assumptions

• Which benchmark to compare against
• Time periods for analysis
• Tolerance thresholds
• Scenario parameters

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3. Use Multiple Views

• By sector and asset class
• For different time periods
• Against different benchmarks
• Under multiple scenarios

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4. Trace Root Causes

• “Why is this security causing a break?”
• “What data point is driving this discrepancy?”
• “Is this a pricing issue or quantity issue?”

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5. Document Findings

• What was analyzed
• What was found
• Why it matters
• What actions were taken

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Troubleshooting

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”The agent says data is unavailable for this period”

• Check that holdings or performance data exists for that date
• Try a different date range to test
• Verify the portfolio exists and has active holdings

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”Variance investigation isn’t finding the root cause”

• Ensure custodian reconciliation and administrator data are loaded
• Ask the agent to check specific hypotheses (pricing, cash, corporate actions)
• Review the data quality report for data issues
• Escalate to operations if data reconciliation is incomplete

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”Scenario results seem unrealistic”

• Review the agent’s assumptions about factor sensitivities
• Ask for scenario details and calculation methodology
• Compare against historical stress periods
• Validate key inputs manually

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”I need more detailed attribution”

• Ask for breakdown by specific dimension (sector, region, security)
• Request security-level attribution vs. factor-level attribution
• Ask for period-by-period comparison
• Request comparison against different benchmarks

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Next Steps

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Summary

• Understand what drove your performance
• Model the impact of market scenarios
• Investigate and resolve NAV variances
• Support investment decision-making
• Generate performance insights for clients

• Deep analytical capabilities
• Transparent reasoning and methodology
• Integration with fund operations data
• Scenario modeling and stress testing
• Data quality assessment

• Portfolio Managers seeking performance insights
• Fund Accountants investigating variances
• Investment Teams analyzing attribution
• Operations Leaders supporting decision-making