Blog Contributors

Ryan Nauman
VP, Product and Market Strategist
Stephen Berei
VP, Client Services & Implementation
Jeremy Poulin
Senior Client Consultant

Welcome to Information!

Informa Investment Solutions’ blog is a useful tool for the latest information on the financial industry, our software and our organization. Visit on a regular basis for a collection of best practices, valuable tips and tricks, discussions on Informa’s research papers and case studies and much more. Also, we invite you to comment on posts and make topic suggestions. We welcome your feedback and trust Information will be a beneficial resource for you.

Arithmetic vs. Geometric Mean Returns

Mar 12, 2013 Marc Odo
At Zephyr we occasionally get questions regarding returns in StyleADVISOR vs. AllocationADVISOR. Specifically, clients notice that the annual returns do not match. This is by design, as StyleADVISOR uses geometrically-compounded returns and AllocationADVISOR uses arithmetically averaged returns. StyleADVISOR is used primarily for historical, ex-post analysis of what a manager or index’s performance has been. AllocationADVISOR, on the other hand, is used for establishing a strategic plan going forward. For those different roles, different calculation methodologies are recommended.

Hedge Fund Style Template

Feb 27, 2013 Marc Odo
Zephyr has recently developed a template that attempts to apply Bill Sharpe’s returns-based style analysis methodology to the world of hedge funds. Sharpe originally developed this multi-factor optimization process in an attempt to replicate as much of an active manager’s return patterns as possible by using the right combination of passive benchmarks.

Pain Index vs. Pain Ratio

Feb 12, 2013 Marc Odo
Although people have found Zephyr’s pain index and pain ratio to be very useful in their understanding of capital preservation risk, there remains some confusion between the two. Hopefully this blog post will clear up any lingering ambiguity.

Hedge Fund Tracking Template

Feb 1, 2013 Marc Odo
For those who want a deeper-dive into hedge funds, specifically for those who want to know more about the style of a hedge fund, we have developed two additional templates for your use. The first template compares a hedge fund’s returns against different, single benchmarks, a number of times over.

2012 Market Review

Jan 16, 2013 Marc Odo
Much of the data used in this write-up was sourced from one of our capital market overview templates. We have a self-writing version available for download that looks at the raw data and, using If/Then code, is able to write out a general summary of the markets.

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