Practical analysis for investment professionals

Daniel Blais, CFA

2 Posts

Biography

Daniel Blais, CFA, began his career at BlackRock where he spent five years as an iShares consultant and strategist. He currently works at a global family office in Miami. In addition to his CFA charter, he holds a BA in finance from the University of Notre Dame.

Author's Posts
Skill Ratio vs. Information Ratio

Isn’t it worthwhile to understand that while a manager’s monthly excess returns may be volatile, their excess returns across five-year time periods are relatively smooth?

Skill Ratio: A New Measure for the (Lack of) Persistence in Active Management

Daniel Blais, CFA, introduces a new metric to help identify and differentiate those investment managers who achieve alpha through skill and those who generate it by luck.