Investment Manager Evaluation Analytics (iMEA)
Top Decile Demo - US Funds
The dashboard below will display summary information on a selected investment manager and their top decile performing funds under management using standard statistical methodologies to identify if a fund will out (or under) perform other similar funds over the next year, and by how much. This is determined by the Precision Weighted Execess Return (PWER) which applies Cumulative Sum (CUSUM) theory, a standard statistical procedure to detect whether the quality of a process is normal, improving or deteriorating. PWER can be interpreted as the annual return magnitude that a fund management’s process is expected to outperform peer group funds. This value is based on the extent to which the most relevant period of past performance appears to have arisen from a combination of skill and luck.
Aggregated Manager Skill Ratings (MSR) are available in the dashboard below; however, details on fund share classes are only displayed for those which are in the top decile of their respective peer group. Subscription to the full iMEA service permits inquiry, full screening and rich analytics across a universe of over 24,000 US funds and 700 investment managers. For additional information on subscribing to the full version, please click here or inquire at firstname.lastname@example.org.
This dashboard and included data is for demonstration only and should not be used for any other purpose.