Our new series of quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
We analyzed each fund’s active returns for the over $100mm AUM equity large cap mutual fund in the US and Europe and provided factors, benchmark, and idiosyncratic contributions.
- iShares Russell 1000 Growth & Value ETFs were used as benchmarks for the US funds regression
- STOXX Europe 600 was the chosen benchmark for the Europe fund regressions
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