The headwinds for actively managed equity funds are formidable. After too many years where too few managers were able to beat their benchmark, investors are increasingly voting with their wallets. The AUM of passive investment products such as ETFs and tracker funds is forecast to double over the next two years. It is easy to understand why active investment strategies are not always the media darling.  Read more…

Equity attribution quantifies the relationship between a portfolio’s excess return and the active decisions of the portfolio manager. It is an important measure to provide feedback to portfolio managers, senior management and in turn clients, on why the portfolio either outperformed or underperformed the benchmark.  Read more…

On 22nd April, StatPro hosted a UCITS & AIFMD breakfast event at the Sofitel Luxembourg Europe. We welcomed a group of industry and expert speakers including Benjamin Gauthier, Governance, Risk and Controls Director at PwC Luxembourg and a client panel including Crestbridge, Rothschild Bank and Swedbank Management Company. Read more…

If anything in life is certain, it’s that data comes with inevitable fees, and that end-users will make a fuss about every additional fee, especially when under pressure from above to control costs.
 Read more…

David Oakley highlighted in the Financial Times (13th March) how top investment groups are shock-testing their bond portfolios for the increased liquidity risk that is being perceived by the main financial actors in the bond market. Dario Cintioli, MD StatPro comments on the challenge of stress-testing liquidity risk. Read more…

StatPro recently exhibited and presented as a gold level sponsor at this year’s TSAM Europe congress on 17th March 2015 at Lancaster hotel in London. TSAM is the leading event for developing efficient investment management companies. The 14 year old congress & expo has undergone a complete refresh and was bigger and better than ever.  Read more…