Resources featuring Analisa Wolff M.Sci

Standing concentration in Large Blend and Large Growth

In the first piece in this series, we looked at how a single stock temporarily overwhelmed an index until a reconstitution corrected it. Not every benchmark distortion works that way, and in this second article we look at a related but distinct problem for Large Blend and Large Growth: concentration that doesn’t depend on any […]

The benchmark problem: how concentrated markets complicate manager selection

Fund selectors and manager selection teams rarely make allocation decisions on performance alone. Performance sits inside a wider due diligence framework used to assess whether a manager is skilled, their performance repeatable, and ultimately if they’re appropriate for a mandate. To make this assessment, the interpretation of performance is key. Relying only on benchmark-relative returns […]

Identifying complementary funds through style differentiation