How does your total value added from compare to your peers and the country universe?
Value added is the value created by active management. It equals your actual return minus your policy or benchmark return. The report compares your total value added to your peers and the country universe.
In which asset classes have you added the most value and how does it compare? How much value can you expect to earn in an asset class?
The reports also analyze and compare your value added from security selection and asset mix decisions at both the total fund and asset class level. For example, the graph on the right shows that the average U.S. fund has added value in every major asset class except Hedge Funds & Private Equity over the last 5 years.
Key Measures