Zephyr Defined Universes

Get a Handle on Zephyr Universes

Stephen Berei
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Introduction

There is not one end all, be all method in which one can construct a universe or peer group. One approach is to build universes on fund or SMA performance. For example, one could build his/her universe using Returns-Based Style Analysis (RBSA), R-Squared, or Tracking Error. A second approach could be to base the universes off the reported fund holdings.

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Zephyr Defined Universes

Zephyr creates domestic equity and investment-grade fixed income universes based on investment style / fund behavior using the Morningstar, Mobius, Nelson’s, PSN, and eVestment Alliance databases.

The universes are standardized in the sense that they are created the same way each time. A five year scan is performed for each database using a single computation. The coefficients from the Style Benchmark are then used to create the universe.

Zephyr Domestic Equity Universes

 
 

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