Financial Intelligence is part of the Informa Intelligence Division of Informa PLC
This is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.
This applies only to a Style Benchmark; for Market Benchmarks, it is the same as the standard R2. The Adjusted R2 is based on the Standard R2, but it imposes a penalty for each additional index that is used to build the Style Benchmark.
var(M) = variance of manager returns
var(e) = variance of excess return of manager over benchmark
n = number of indices used in building the Style Benchmark
m = number of returns
EPFR - fund flow & allocations data
Flow and Allocation data provides a unique view on investor and fund manager sentiment through its mutual fund and ETF flows and positioning data across global markets, helping buy and sell-side institutions make informed decisions.
“For portfolio investors, [portfolio flows] data from… EPFR… have a powerful appeal. According to one strategist, 'it is almost a crutch – they want to know the data, just because this is their business.'” –Source: Flows have powerful appeal, even as picture of the past, Financial Times
Serving institutional clients worldwide, we provide premier data for competitive intelligence and money market fund analysis delivering fast, accurate information for more than 2,000 US and offshore money funds as well as for ultrashort bonds.
You need to constantly demonstrate your value in today’s competitive marketplace to show you are the investment professional of choice. Powerful web-based tools can help you make sound investment decisions and create compelling client presentations to deliver the advantage you need to build your business. That’s Zephyr—your smartest investment yet!