Returns Based Style Analysis
Click to view a sample RBSA Report
CMC RBSA Reports offer you quarterly returns-based style and performance analysis reports on products important to your investment recommendations. RBSA benefits include:
Timely reporting on the behavior of investment products for your ongoing due diligence needs
Costs savings realized when not licensing expensive technical software
Time savings realized with no need to climb a program learning curve, enter data or run reports when you could be focusing on other important parts of running your business
CMC can run your RBSA Reports on mutual funds, separately managed accounts, variable annuity sub-accounts or for that matter, any investment for which we have access to a series of monthly or quarterly investment returns.
Returns-based style analysis is an important mathematical technique, developed by Nobel Laureate, William F. Sharpe, that is used to determine the investment style of a product. RBSA Reports identifies the blend of benchmarks whose returns move or behave most like the manager's returns. It does not select the combination of indices which has an investment return most like the investment product. Product returns above or below the return of the blended benchmark, is then attributable to active management. RBSA Reports can be used to evaluate not only the performance of an investment product against its own custom benchmark but you can also use it to decide if and how to deploy or combine it with other investments to complete your asset allocation strategies.
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