Tag Archives: equity funds

Risk-Adjusted SPIVA® Year-End 2019 Scorecard: Most Active Managers Still Lagged

Director, Global Research & Design

S&P Dow Jones Indices

May 19, 2020 - 9:56 am

In addition to absolute returns, institutional investors also evaluate active funds by risk-adjusted returns. This is not surprising since Modern Portfolio Theory tells us that higher returns tend to be associated with higher risk. Our Risk-Adjusted SPIVA Scorecard was introduced in 2018 as an extension of the standard SPIVA Scorecards. It aims to assess whether Read more […]

Also tagged:
active versus passive, Equities, fixed income, fixed income funds, Gross-of-Fees Returns, Net-of-Fees Returns, risk-adjusted returns, Risk-Adjusted SPIVA

SPIVA Europe Mid-Year 2017 Scorecard: Active Versus Passive – Consistency Is Key

Andrew Innes

Head of EMEA, Global Research & Design

S&P Dow Jones Indices

September 25, 2017 - 12:05 pm

Category: Equities, Fixed Income

It’s that time of the year and the highly anticipated SPIVA Europe Mid-Year 2017 Scorecard is out. European active fund managers are no doubt apprehensively looking to see how their industry is competing with the performance of their respective S&P DJI benchmark indices. At first glance, active proponents may breathe a sigh of relief for Read more […]

Also tagged:
active versus passive, Europe, S&P Europe 350, SPIVA

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