Practical analysis for investment professionals

Performance Measurement & Evaluation


Top Five Articles from July: Private Equity, ESG, High Yield Today

Why do professional investors talk about behavioral finance more than they apply its insights? How do single stocks influence factor returns? The leading Enterprising Investor posts from last month address these questions and more.

Tax-Loss Harvesting: Should Investors Believe the Hype?

There is no shortage of hypothetical performance claims that suggest tax-loss harvesting strategies will significantly boost an investor’s after-tax returns.

The Myth of Volatility Drag (Part 2)

Should we banish "volatility drag" from our vocabularies?

Four Challenges in the ESG Market: What’s Next?

It's time for environmental, social, and governance (ESG) investing to become more of a science and less of an art, says Christopher K. Merker, PhD, CFA.

Private Equity Funds: Leverage and Performance Evaluation

Leverage is pervasive in today’s private equity markets. Antonella Puca, CFA, CIPM, CPA, explores how private equity funds apply it and how investors should approach it.

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?

Effective ESG Investing: An Interview with Andrew Parry

"Integrating ESG certainly does not harm and, in fact, is additive to value generation," says Andrew Parry of Hermes Investment Management.

Top Five Articles from May: Chart Crimes, Investing Lessons from Mom, and the Invisible Octopus

Does the CFA charter add value? Why does everyone hate finance and what can be done about it? The leading Enterprising Investor posts from May address these questions and more.

Three Investing Lessons from My Mom

Plan for the unexpected. Get comfortable with losing. Enjoy the journey. Dougal Williams, CFA, shares some valuable investing advice from an unlikely source.

Top Five Articles from April: Portfolio Concentration, Cryptocurrencies, Quantamental

An analysis of portfolio concentration and a primer on cryptocurrencies are among the leading posts from Enterprising Investor last month.



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