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 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]


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