Investment Manager Evaluation Analytics (iMEA)

Demo - Top Decile US Funds

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The Investment Manager Evaluation Analytics (iMEA) calculates a PWER score 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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Please use the embedded interactive dashboard below to view the top decile funds' and investment managers' PWER scores for their respective peer group.  Higher PWER scores means consistency with and greater likelihood to outperform vs other funds in the selected peer group.  Click on a fund or investment manager to drill down and view further detail.  The dashboard provides access to the top decile funds and investment managers for each of the over 160 peer groups, updated monthly.  Subscription to the full iMEA service permits inquiry, full screening and rich analytics across a universe of over 24,000 funds and 700 investment managers.  The PWER methodology is ideal for monitoring existing investment funds' objective tracking and investment manager evaluation for hiring.  For additional information on subscribing to the full version, please inquire at info@investics.com. 

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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.