Blog Contributors

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

Information

Below is a filtered list of blog posts. See the full list of posts here.

Revisiting Sharpe's “Tracks in the Sand”

Aug 23, 2017 Ryan Nauman
Nearly 30 years have passed since William Sharpe introduced returns-based style analysis (RBSA) to the investment world in his landmark article, “Determining a Funds Effective Asset Mix.” In 1992, RBSA became commercially available through Zephyr StyleADVISOR. Numerous other software programs have followed suite by offering RBSA within their applications.

Creating a Custom Style Box

Jun 17, 2013 Marc Odo
Did you know you can create your own customized style maps in StyleADVISOR? It’s quite easy to do so, as long as you follow William Sharpe’s original rules for returns-based style analysis

Building A Completion Fund

Jun 4, 2013 Marc Odo
From time-to-time we get the question, “How do I build a completion fund?” or more broadly, “What is a completion fund?” Building a completion fund is quite easy in StyleADVISOR, but let us first define the task.

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.

The Style Benchmark Explained

Apr 10, 2012 Stephen Berei
The Style Benchmark is a combination of indexes that best defines the style of a manager. In other words, it is the combination of indexes that best replicates the historical behavior of the manager by providing the lowest tracking error to the manager.

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