Tag Archives: Fama-French

Standard Life GARS Fund: MPI’s Factor X-ray

The £27bn Standard Life Global Absolute Return Fund (SLI GARS) has been renowned as a leading absolute return UCITS/mutual fund since its inception in 2008. However, recently its performance reversed from the peak reached in April of 2015. Using SLI GARS’ weekly performance data, we demonstrate how sophisticated factor analysis techniques can provide valuable insights […]

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Chart of the Week: Performance RIEFersal – Riding the market to the podium

With the Renaissance Institutional Equities Fund recently taking home the Hedge Funds Review Americas Awards for “Best long/short equity hedge fund” and “single manager fund of the year”, we thought it would be worth taking another gander at RIEF to explore the fund’s performance generation. [1] We figured RIEF might be doing something different since […]

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