Camradata quants scores identify top managers
UBS, Legal & General and Baillie Gifford are among the top performing managers identified in the latest quarterly quantitative ratings published by Camradata.
Camradata’s ratings use seven statistical factors to achieve a score. These factors are: excess return, Information Ratio, hit rate, wins-losses, drawdown strength, Hurst and Gaussian noise. These are combined to produce and overall score, which ranks a fund in a particular category.
For example, the UBS Global Asset Management European Small Cap fund has an overall score of 0.71 to rank highest in the European Equity (€) category.
Other top performing funds and managers are:
|Legal & General Investment Management – Euro Active Credit||0.75||European Fixed Income (€)|
|Baillie Gifford & Co – Overseas Equity Pension Fund||0.75||Global Equity Core (£)|
|Putnam Investments Limited – Core Global Fixed Income||0.69||Global Fixed Income (£)|
|AllianceBernstein – Emerging Markets Style Blend Composite||0.77||Emerging Markets Equity ($)|
|Logan Circle Partners LP – Emerging Markets Fixed Income Composite||0.74||Emerging Markets Debt ($)|
|PIMCO – Absolute Return Strategy III||0.90||Fund of Hedge Fund ($)|
|Standard Life Investments Limited – Global Absolute Return Strategies||0.69||Multi Asset Long Only (£)|
|Slater Investments Limited – MFM Slater Growth Fund||0.89||UK Equity (£)|
|UBS Global Asset Management – UBS Long Dated Corporate Bond UK Plus Fund||0.76||UK Non Gilt (£)|
|FIL Limited – US Equities (Aris Vatis)||0.80||US Equity ($)|
|Nomura Asset Management – US High Yield Bond Fund||0.72||US High Yield ($)|
|Henderson Global Investors – Limited Horizon China Fund||0.75||Chinese Equity ($)|
To read the full report click here[asset_library_tag 3062,: Camradata IQ]