Style Research Funds Analyzer

A new Funds Competitor Evaluation Platform for the management and positioning of mutual funds invested in the UK, Japan, across Europe, Asia and Global Markets.

This service provides an analysis of mutual funds against their competitors incorporating the same criteria used in the Style Research Portfolio Analyzer software. The analysis permits the user definition of suitable peer groups of comparable managers and highlights where individual managers lie against their direct competitors according to any of the criteria employed in our portfolio analysis software.

The output also demonstrates (graphically) how managers have tilted and shifted their portfolios through time against the return patterns of the basic fundamental factors and Styles, and against their competitors. In addition, the service also enables users of the Style Research Portfolio Analyzer software to "pin" any of their analyzed portfolios up against the backdrop of a suitably constructed league table for comparison.

Custom Peer Group

Users can build their own peer groups and save these for future reference. The broadest level for a peer group would be the region the fund invests in, but this can be refined further using a comprehensive range of filters.

Filters include:
  • Date
  • IMA Sector
  • Benchmark
  • Domicile/Registered for Sale
  • Fund Size
  • Style Tilts
  • Sector/Country Weights
  • Size Distribution
  • Style Distribution
  • Risk Measures
  • Performance

Style Skyline

 The Style Skylines for up to three funds can be viewed for any of the funds in the user’s peer group.

Style Tilt Characteristics

The Style Skyline is then split into the individual factors and incorporates both time and the range of the user-defined peer group. Up to three funds in the database can be shown against this backdrop.

 

Sector/Country Weights

Users can view how a portfolio’s sector weights have varied through time. For regional portfolios, the charts can also be viewed at a country level. Furthermore, these charts can also be overlaid with the performance of each sector or country, to see how allocations have shifted in response to market conditions.

 

Risk Measures and Decomposition

A number of risk measures are available for comparison.
  • Tracking Error
  • Volatility
  • Number of Stocks
  • Coverage
  • Risk Decomposition

 

Size Bias

Funds can also be viewed from their size and Style distributions.

 

Scatter Chart

This option allows the comparison of any two data points together in one chart.

 

Universe Expansion

Using the Style Research Portfolio Analyzer, it is possible to add to the product using your own stores of portfolio data. The data from this analysis is easily loaded into the product and viewed alongside other funds.

© Style Research 2009