Clear Portfolio Analytics & Communications

Case Study: A factor-based analysis of three US Large Value funds

Tuesday 8th August, 2017

Comparing Fundamental Active, Smart Alpha, and Smart Beta Funds with Objective Factors

Learn how factor-based analysis of funds can identify underlying – and often unexpected – differences in similarly labeled funds. In a previous Style Research article, Bernie Nelson discussed key criteria for an effective factor-based analytical framework. In this new case study, Bernie puts this approach into practice, analyzing three funds labeled “US Large Value.” A deeper, more detailed comparison using transparent factors reveals distinctions in stock diversification, sector exposures, and specific styles – and shows how these funds are more different than their descriptions would indicate.

Author: Style Research | Categories: Peer & Competitive Analysis, Portfolio Analysis

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