Investics Launches Investment Manager Skill Efficacy Backtesting Feature
Click to expand chart showing actual returns for each major asset class when investing in actively managed funds of different iMEA manager skill percentile rank ranges during the five year period ending December 2023.
Click to expand chart showing growth of $100 invested in a blend of equity (60%) and fixed (40%) active managed funds of differing iMEA percentile ranges over the five year period ending December 2023.
New Investics Manager Evaluation Analytics (iMEA) efficacy feature quantifies the return spreads across different manager skill ratings.
“iMEA manager skill ratings are based on the concept that investment managers who have demonstrated a relatively persistent high level of skill in the past should continue to demonstrate a similar level of skill and outperformance for some period of time into the future”, says William Pryor, president of Investics. “Now subscribers of iMEA can easily quantify the economic impact of having invested in funds with different manager skill ratings over a user-defined time period”, continues Pryor.
Surveying over 24,000 US registered fund share classes and using the new Efficacy feature for illustrative purposes, the data in the attached charts show actual fund returns for each major asset class when investing in actively managed funds of different iMEA manager skill percentile rank ranges during the five year period ending December 2023. (Funds deemed as passive, have a broad allocation to Alternatives or lack statistical significance to their respective assigned benchmarks, are excluded. Investment manager supplied monthly gross returns were utilized. Monthly fund rebalancing assumed in generating returns. Associated underlying asset class benchmarks with larger alpha dispersion ranges have a higher magnitude of return spreads.)
iMEA produces forward looking excess returns due to skill for funds and investment management firms. Subscribers of the service can utilize a series of interactive dashboards to search, screen, view and analyze skill scores, economic value generated, ratings and rankings, along with other supporting statistics for over 24,000 share classes across 7,000 US registered funds, 700 investment management firms and 160 benchmarks.
Currently iMEA annual subscription discounts are available for the iMEA "Full" and "Expert" versions to Registered Investment Advisors (RIA) - 85%, Asset Owners & Investment Consultants - 66%, Family Offices - 50%, Asset Allocators - 30% and Investment Management firms - 10-50% (depending on firm size). Discounts applied into perpetuity until subscription is canceled. A free one month "Full" version trial is also available. Paid subscriptions start at only $250. Please email sales@investics.com or visit www.investics.net/subscribe for further information on subscribing.
Investics focuses on and works in partnership with the global investor community offering insightful investment data and analytics capabilities, managed services and consulting. Headquartered in Weston, Massachusetts on the outskirts of Boston along “America’s Technology Highway”, Investics services clients globally. For more information on the Investics products and services suite, please visit www.investics.com.
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