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Tag Archives: equity funds

Oct 21, 2020

The Unrewarded Risk of Supernormal Fund Returns

The recently released SPIVA® Europe Mid-Year 2020 Scorecard had the unique opportunity to pit the performance of active funds against their passive benchmarks through an exceptionally rare event. The economic fallout from the coronavirus pandemic brought a period of extreme volatility, the likes of which have not been seen in Europe since the global financial…

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May 19, 2020

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

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…

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Sep 25, 2017

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

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…

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