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Seneca: Peter Elston - Monthly Investment Letter

Investment news for Financial Advisers and Paraplanners

12 Oct 2017

Seneca: Peter Elston - Monthly Investment Letter

Peter continues his critique of active management and how it should be measured. This month, he applies the methods of Professor Ross Miller to measure the "active-ness" of funds in the IA Mixed Investment 20-60% Shares sector, with some interesting results.

"Most of you will have heard of ‘active share’ the simple measure of the ‘active-ness’ of an actively managed fund popularised in 2009 by Yale’s Martijn Cremers and Antti Petajisto.

"However, you may not have heard of ‘active share’ (sic), another measure of ‘active-ness’ that has been around since 2005."


To find out more and read the full investment letter, please click here or on the link below

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