Sentences with phrase «high active share portfolios»

Of course, it is likely a number of managers with high Active Share portfolios underperformed their benchmarks while others outperformed.

It would be wrong for investors to interpret the results in a manner leading them to conclude all managers with high Active Share portfolios will beat their benchmarks.

Not exact matches

In a 2014 monograph Martijn Cremers and Ankur Pareek argued that it is the combination of high active share with low portfolio turnover that produces the opportunity for outperformance1.

In his view, high active share means concentrated portfolios that can have high over-performance or high under - performance, but it does not reliably predict which.

An active share of 94.2 is extremely high for a fund with a large cap portfolio.

This process results in a benchmark agnostic, high active share, all - cap portfolio of 30 - 50 businesses which tends to behave differently from traditional Emerging Market indices.

He is often quoted regarding his expertise in high active share, concentrated portfolios.

This purposely distances us from relative benchmark portfolio management styles leading to high active share.»

High active share indicates management which is providing a portfolio that is substantially different from, and independent of, the index.