MSCI Barra Expands Historical Data
When the vendor released Gem2 last year, the product contained a limited amount of monthly historical data, going back 18 months. However, last month MSCI Barra added data going back to the start of 1997.
The expanded dataset enables users to look back over past investment decisions to perform portfolio attribution and measure the success of strategies to gauge how significant and persistent their risk-adjusted returns were for specific holdings, and to report returns over multiple years to
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