Attribution · Active return breakdown Attribution · Top contributors AI Assistant · Active risk diagnosis
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Active return decomposition

1Y · USD · vs S&P BMI IT
Total active return (1Y) −0.86%
Stock-specific
−0.75%
Style factors
−0.60%
Industry
−0.34%
Country
+0.82%
Currency
0.00%

Top contributors

Active return drivers · 1Y
▲ Strongest positive
APAC Tech Services · ind.+1.11%
Momentum · style+0.96%
Taiwan · country+0.94%
Korea · country+0.79%
▼ Strongest negative
APAC Electronic Tech · ind.−1.19%
Japan · country−1.13%
Americas Elec Tech · ind.−0.78%
Residual volatility · style−0.63%
⚡ AutoCIO AI · Attribution diagnosis
Where's our active risk coming from, and where would we reduce it?
AutoCIO response
→
Biggest drags: APAC Electronic Tech (−1.19%) and Japan exposure (−1.13%) · 2.3% combined cost.
→
Biggest wins: Taiwan (+0.94%), Korea (+0.79%), Momentum tilt (+0.96%) · concentrated outside Japan.
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Suggested: trim Japanese semis, rotate weight to TSMC/Samsung · maintains momentum exposure.
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Projected: tracking error 3.8% (from 4.9%), retain alpha potential from country tilts.