Author Archives: Beta Capital Advisors

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  • Latest S&P SPIVA

    Posted March 30, 2012 By in News With | Comments Off nestegg

    Go to below link to see the latest S&P analysis on the historical performance of active managers relative to benchmark indices across a broad spectrum of asset classes. S&P reports year-end 2011 SPIVA results.

  • Out of the Dark: Hedge fund reporting biases and commercial databases

    Posted January 20, 2012 By in News With | Comments Off article_image_opt3

    A critique of hedge fund commercial databases by Adam L. Aiken (Quinnipiac University), Christopher P. Clifford (University of Kentucky), and Jesse A. Ellis (University of Alabama) Published November 16, 2011 Are the attractive returns hedge fund surveys present truly indicative of hedge fund’s ability to deliver sustainable alpha? For years investors have relied on commercial …

  • Journal of Indexes features “Is Core Investing Dead?” in its Back to Basics issue

    Posted May 3, 2011 By in News With | Comments Off Is core investing dead

    The Journal of Indexes, widely followed by passive investment practitioners, academics, and investors, features Beta Capital Advisors’ “Is Core Investing Dead?” article in its May/June 2011 Back to Basics issue. Please click here to view issue.

  • S&P announces Target-Date fund scorecard

    Posted March 10, 2011 By in News With | Comments Off S&P announces Target-Date fund scorecard

    S&P announces launch of Target-Date fund scorecard. S&P’s Index Versus Active Fund (SPIVA) scorecard methodology seeks to provide comparisons of active managers across different active segments correcting for important biases prevalent across many performance universes, namely survivorship bias and style consistency. For more information go to www.seemore-indices.com/spiva-solutions.

  • S&P launches year-end 2010 SPIVA report

    Posted March 4, 2011 By in News With | Comments Off S&P launches year-end 2010 SPIVA report

    S&P announces launch of U.S. year-end 2010 SPIVA report. Across the most actively followed market, large cap funds, 66%, 58%, and 62% of active funds underperformed the S&P 500 index over the one, three, and five years ending December 31, 2010.  To view full report go to www.standardandpoors.com/indices/spiva/en/us.

  • The ABCs of Hedge Funds: Alphas, Betas, and Costs

    Posted January 25, 2011 By in News With | Comments Off The ABCs of Hedge Funds: Alphas, Betas, and Costs

    Financial Analysts Journal, “The ABCs of Hedge Funds: Alphas, Betas and Costs”. Interesting discussion on the challenges of evaluating hedge fund performance and attribution of returns over the period 1995-2009. The paper estimates how survivorship (performance universes not reflecting performance of failed funds) and back fill (performance universes permitting new entrants to insert historical results) …

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