Asset Allocation Inc.
The Asset Allocation Audit

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Data Requirements

The Asset Allocation Audit is driven by investment policy. The fund sponsor's policy mix of asset classes is therefore an essential information requirement. It can change over time and may exist in differing percentages at more than one level (e.g., a long-term board-level policy and a tactical policy delegated to staff or an outside consultant). Investment accounts hold the fund's assets and are the other source of necessary information.

The two sets of required information are:

1. Investment policy for the fund as a whole, in terms of its percentage mix of asset classes (domestic equities, foreign equities, bonds, etc.).

2. The following files for each account or portfolio in which fund assets are held during any part of the evaluation period:

  • The benchmark index

  • Month-end market values

  • Cash flows, asset transfers and fees

  • Monthly reported rates of return
    (used for input validation only)

Additional (optional) detail files may be included to further refine the delineation of value added outcomes.


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