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:

 

Fund Camradata Score  Category
Legal & General Investment Management – Euro Active Credit0.75European Fixed Income (€)
Baillie Gifford & Co – Overseas Equity Pension Fund0.75Global Equity Core (£)
Putnam Investments Limited – Core Global Fixed Income0.69Global Fixed Income (£)
AllianceBernstein – Emerging Markets Style Blend Composite0.77Emerging Markets Equity ($)
Logan Circle Partners LP – Emerging Markets Fixed Income Composite0.74Emerging Markets Debt ($)
PIMCO – Absolute Return Strategy III0.90Fund of Hedge Fund ($)
Standard Life Investments Limited – Global Absolute Return Strategies0.69Multi Asset Long Only (£)
Slater Investments Limited – MFM Slater Growth Fund0.89UK Equity (£)
UBS Global Asset Management – UBS Long Dated Corporate Bond UK Plus Fund0.76UK Non Gilt (£)
FIL Limited – US Equities (Aris Vatis)0.80US Equity ($)
Nomura Asset Management – US High Yield Bond Fund0.72US High Yield ($)
Henderson Global Investors – Limited Horizon China Fund0.75Chinese Equity ($)

 

To read the full report click here[asset_library_tag 3062,: Camradata IQ]

 

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