It’s a return-based style analysis. We use a model developed by Francois-Serge Lhabitant, you can see the style drift as we compare fund´s returns to style specific indices. Please see for example this paper for more information.
Charts
Charts
It’s a return-based style analysis. We use a model developed by Francois-Serge Lhabitant, you can see the style drift as we compare fund´s returns to style specific indices. Please see for example this paper for more information.