Investment Manager Evaluation Analytics (iMEA)

Analytics - Top and Bottom Rankings

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The dashboard below displays fund peer group reclassifications, as well as the top and bottom funds, investment managers, peer groups and allocation by the Precision Weighted Execess Return (PWER).  The PWER score is calculated by applying Cumulative Sum (CUSUM), a standard statistical procedure to detect whether the quality of a process is normal, improving or deteriorating. PWER is 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. 

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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 sales@investics.com.  A full functioning "Top Decile" version of the system is available by clicking here.

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This dashboard and included data is for demonstration only, should not be used for any other purpose and permission to redistribute is not granted.