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IQ Insights

Thursday, October 27, 2016

IQ Insights

To assist institutional investors navigate the complex and often subjective world of investment analysis, CAMRADATA recently launched the IQ Online Tool. This new addition to the already extensive CAMRADATA Live service enables investors to conduct expert investment analysis within a user friendly interface.

 

The following insights were produced using the IQ Online Tool.

 

Global Equity – Core All Cap

 

One year returns to September 2016 (annualised)

Benchmark: MSCI AC WORLD U$ - Total Return Index 12.75%

Universe: 80 USD Products

 

  • Absolute returns ranged from 0.04% to 26.69%
  • Only 32% of products achieved a positive information ratio*
  • Top performing manager with an IQ Score** of 0.94 was:

Orbis

Orbis Institutional Global Equity Fund

Three year returns to September 2016 (annualised)

Benchmark: MSCI AC WORLD U$ - Total Return Index 6.22%                                                    

Universe: 72 USD Products

 

  • Annualised returns ranged from  -5.56% to 12.97%
  • 61% of products achieved a positive information ratio*
  • Top performing manager with an IQ Score** of 0.90 was:

AB Global

AB Global Strategic Core Equity Composite

 

Interested in the CAMRADATA IQ Online Tool?

 

Please contact us at info@camradata.com  or call us on +44 (0)20 3327 5600

 

See previous IQ Insight

 

*Information Ratio: A measure of efficiency. The Information Ratio is the return added by the asset manager for each one per cent of risk being taken over the benchmark. Therefore the higher the Information Ratio the more return being added for the one percent of risk being taken. The underlying factor is calculated by taking the excess return and dividing it by the excess risk.

 

**The CAMRADATA Independent Quantitative (IQ) scores is a ranking reflecting five statistical factors measured over a one, three or five year period. Each factor generates a statistic which is shown as a percentage or a number in the table. To rank products, the percentile ranking of each factor is determined and an overall master score is calculated. This is a simple average of all percentile rankings for each product across all five factors. Investment products which share the same value for a factor are assigned the same percentile rank within that factor. The highest scoring products appear at the top of the table. For presentational purposes we apply a ‘unique sort’ to pick out only the best product for each manager.

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