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CMS BONDEDGE INTRODUCES ADDITIONAL FIXED
INCOME PERFORMANCE ATTRIBUTION APPROACH AND The newly released returns-based attribution analysis quantifies a relative weighting effect between a portfolio and benchmark within a given market segment, and then calculates a selection effect using the relative performance within that segment. Portfolio managers may define segments as a variety of contributable risk factors, including currency, sector, duration or maturity bucket, then customize multiple report templates with user-defined hierarchy standards, e.g., by currency, then duration bucket. This ability to customize the performance analysis ensures that returns are measured more closely in line with a given investment approach, especially where traditional attribution analysis may not apply. For greater precision in attribution analysis, BondEdge Version 5.30 also features transactions-based analysis, which allows clients to calculate returns based on actual transacted prices. Clients will now have the option to use either the new transaction-based approach or the existing holdings-based approach. "The new attribution capabilities in version 5.30 provide clients with a tremendous amount of flexibility as well as greater precision. The new returns-based, or 'top-down', approach allows portfolio managers to select the attribution analysis that best mirrors his/her particular investment style”, explains CMS BondEdge senior vice president and product manager, Lou Gehring. “The interest from our core North American market is based on the ability to produce attribution analysis that streamlines communication to non-fixed income specialists, such as risk managers or investment boards. We've also seen a significant interest from both high yield and municipal portfolio managers, as well as from the European market, and are excited to be able to offer BondEdge clients the option to employ either approach or both, as warranted." ### About CMS BondEdge CMS BondEdge About Interactive Data Interactive Data is headquartered in Bedford, Massachusetts. Through its branded businesses, FT Interactive Data, ComStock, CMS BondEdge and eSignal, Interactive Data has approximately 1,800 employees in offices located throughout North America, Europe, Asia and Australia. Pearson plc (LSE: PSON; NYSE: PSO), an international media company whose businesses include the Financial Times Group, Pearson Education and the Penguin Group, owns approximately 60 per cent of the outstanding common stock of Interactive Data Corporation. For further information please contact:
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