The Fleeting Alpha Scorecard is a semiannual report showing how welloutperforming mutual funds from one three-year period continue to outperform thereafter.It combines two other S&P Dow Jones…
Many investors don’t realise that a mechanical rebalancing strategy, such as a monthly or quarterly reallocation towards fixed portfolio weights, is an active strategy. Winning asset classes are sold…
When evaluating managers or strategies, investors pay close attention to the maximum drawdown, or the largest peak-to-trough return over the life of an investment. For example, for hedge fund…
