Quant Fund Performance Dispersion Raises Opacity Questions

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We recently shared our latest insights on Equity Quant managers with The FT’sFundFire. And while aggregate performance for the strategy trailed last year (-4.5%) and thus far this year (-2.2%), there is considerable dispersion among those funds, highlighting the need for high-quality data as the backbone for manager selection.

Ultimately, as CEO Jon Caplis notes, “Is it the model that’s broken because there’s temporarily new information that will go away and do well over time?” Or, might other underlying factors be at play?


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