Clik here to view.
Style Primer
In the late 1980’s Nobel Laureate William F. Sharpe introduced an analytical process for determining the composition of an investment portfolio solely based on knowing the performance history of the...
View ArticleClik here to view.
Global Equity
Global Equity funds’ performance ranges from -25.83% to slightly over 89% over the last 52 weeks (ending December 31, 2010), in EUR terms. The best 5% of the funds outperform the market (pegged to the...
View ArticleClik here to view.
USD Bonds
USA Bond funds’ performance ranges from -1.27% to 31.36% over the last 52 weeks (ending May 27, 2011), in USD terms. On average, the best 5% of the funds outperform the market (pegged to the Barclays...
View ArticleClik here to view.
Bond Emerging Markets Global
Emerging Markets Global Bond funds’ performances range from -11.25% to 15% over the last 52 weeks (ending July 1, 2011), in EUR terms. On average, the best 5% of the funds outperform the market...
View ArticleClik here to view.
A Peril of Hedge Fund Allocation: Investing Too Little
Following the news of CalPERS’ termination of its ARS program and at the request of Risk Magazine, we looked at the relationship between scale, selection and impact on total portfolio returns that...
View Article
