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Peer Groups Pitfalls... And Avoiding Them
Peer Groups Pitfalls... And Avoiding Them

12/13/18 - Visualize beta, source allocations, & ensure managers are behaving as you would expect

Conor Rood avatar
Written by Conor Rood
Updated over a week ago

JB & Kirk walk through: 

  • Sourcing an equity allocation

  • Comparing two active fixed income managers

  • Using time window analysis & rolling beta

How are you defining your peer group? Research suggests factors can help:

  • Compare strategies against the right peers

  • Ensure managers are behaving as you would expect

  • Visualize beta & correlation behavior over time and in periods of market stress

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