Columbia Unveils Absolute Return Funds
04-06-2011 | Source: emii.com
Columbia Management has unveiled two open-end absolute return mutual funds. The Columbia Absolute Return Multi-Strategy Fund aims at long-term returns similar to historical returns of investment-grade bonds, but with lower volatility and low correlation to the Barclays Capital U.S. Aggregate Bond Index.
Showing posts with label mutual funds. Show all posts
Showing posts with label mutual funds. Show all posts
Wednesday, April 6, 2011
Monday, March 1, 2010
Capture Ratio as a Tool to Measure Investment Performance
Capture Ratio as a Tool to Measure Investment Performance
We examine the concepts of up-capture and down-capture, two widely used statistics for measuring investment performance. Our research indicates that each one on their own is an ineffective tool to accurately describe investment performance. However, the use of the Capture Ratio, the relationship between up-capture and down-capture, provides a much more useful tool.
We examine the concepts of up-capture and down-capture, two widely used statistics for measuring investment performance. Our research indicates that each one on their own is an ineffective tool to accurately describe investment performance. However, the use of the Capture Ratio, the relationship between up-capture and down-capture, provides a much more useful tool.
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