Initial Findings
HLE
Helene Elias
One Year
This risk metric measures the volatility of active returns
Tracking error
Its objective is to explain portfolio performance relative to a benchmark
Attribution
What is the oldest active CG fund?
ICA
FAC
Fidel Collins
A commonly used return method is called modified ___
Dietz
This risk adjusted return metric is not affected by leverage and cash
Sharpe Ratio
The lesser-known often misunderstood step sibling of allocation and selection effect
Interaction effect
What is the name of CG's mental health provider
Lyra
MPO
Matt O'Connor
Unlike a time weighted return, this type of return is impacted by cash flows
money-weighted return
This risk stat used to calculate excess return over downside volatility
Sortino Ratio
This type of attribution fails to capture the impact of any transactions made between measurement periods and, therefore, will not reconcile to the actual portfolio return
Holdings-Based Attribution
What is CG's AUM rounded to the nearest trillion
2
HLYF
Holly Framsted
This chain linking method is usually preferred when calculating multi-period returns.
geometric
This risk measure tells you the largest peak to trough return for a given period
drawdown
BHB for short, in this model overweight positions in sectors with positive returns will generate positive allocation effects irrespective of the overall benchmark return
Brinson–Hood–Beebower
How many ETFs does CG have in the market today?
14
RCCK
Rob Klausner
The portfolio return is -15% and the benchmark return is -10% for the period, will the arithmetic or geometric excess return be higher?
Geometric
Also known as shortfall risk, this metrics quantifies the expected loss of an investment or portfolio in the event of extreme market conditions.
CVAR (Conditional value at risk)
___–French model uses factors for market, size, and style and is one of many different approaches to factor- based attribution.
Fama
Prior to Global Results, our department was called ___
Information & Insights