Tag Archives: RBSA
Cumulative Performance Chart

North America Equity – USD Denominated Funds

North America Equity USD denominated funds’ performances range from -54.91% to 13.04% over the last 52 weeks (ending December 2, 2011), in USD terms. On average, the best 5% of the funds outperform the market (pegged to the S&P 500 Index) by approximately 5.13% and the worst 5% underperform by approximately 15.73%. We last analyzed [...]

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Excess Return Contribution

Equity Emerging Markets Global

Equity Emerging Markets Global funds’ performances range from -43.56% to 7.49% over the last 52 weeks (ending October 28, 2011), in EUR terms. On average, the best 5% of the funds outperform the market (pegged to the MSCI Emerging Markets Index) by approximately 7.95% and the worst 5% underperform by approximately 14.04%. We last analyzed [...]

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Historical Style Exposure

Quant Analysis of Paulson Advantage Funds

by Daniel Li and Alexandre Dussaucy By the end of September, John Paulson’s two flagship funds, the Paulson Advantage and the leveraged Advantage Plus fund, have lost 32% and 45%, respectively, for the year. As these losses loom large, many analyses and commentaries are trying to explain what went wrong. These reports, such as the [...]

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Equity Europe

Equity Europe funds’ performances range from -29.7% to 10.84% over the last 52 weeks (ending September 30, 2011), in EUR terms. On average, the best 5% of the funds outperform the market (pegged to the MSCI Europe Index) by approximately 9.67% and the worst 5% underperform by approximately 11.3%. We last analyzed this asset class [...]

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Cumulative Performance Chart

Bond Global

Bond Global funds’ performances range from -8.83% to 42.73% over the last 52 weeks (ending July 29, 2011), in EUR terms. On average, the best 5% of the funds outperform the market (pegged to the Barclays Capital Global Aggregate Bond Total Return Index) by approximately 11.60% and the worst 5% underperform by approximately 3.88%. The [...]

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