InterSec computes detailed comparative rate-of-return data and risk metrics in many currencies, with various mandate types (detailed below) and all industry benchmark indices (e.g. MSCI, S&P/Citigroup, FTSE and custom benchmarks). The performance data is further enhanced by comparative attribution analytics that examine how sources of performance – such as currency, country allocation, sector allocation, and stock selection – contribute to the overall return.

Since benchmarks alone are often a poor measure of competitive performance, especially in international investing, InterSec maintains a series of comparative measurement universes. Our universes are well known for being the most representative in the industry and of the highest quality available. For each manager, we use the most representative portfolios with the longest track record. There is a strong emphasis in each universe on direct data comparability, and only entirely comparable accounts are used. InterSec universes are constantly evolving and expanding, as investment mandates change.

Our goal at InterSec is to measure an equal-weighted sample of investment products in a particular mandate space. InterSec Universes provide a clear picture of what was attainable to an asset manager or asset owner. For a retirement plan, this is critical for measuring the results of a decision to select an investment manager, a group of managers, or the success of internal asset management. For an investment manager, it provides an accurate measure of their competitive position within the industry.