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 Style Analysis
· Manager Style
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 Performance & Risk
· Performance
· Performance Attribution
· Risk/Return
· Excess Return
· Upside/Downside
· Manager vs Benchmark
· Calendar Year Return
 Peer Group Analysis
· Manager vs Universe
 Asset Allocation
· Asset Allocation
 Custom Graphs

 

Manager vs. Universe Zephyr Web Analytics

Zephyr's unique Manager vs Universe graph plots the manager's return rank in a universe of similar style managers.

The multicolored universe graph is clearly superior to the standard floating bar graph (scroll down for image), which shows where a manager falls in a universe for only a few discreet time periods (One year, three year, five year etc.) Here we can see where a manager ranks for every single month or quarter. Just like in the Manager vs Benchmark we display a variety of statistics (standard deviation, alpha, beta, t-statistic etc.). This can be cumulative or for rolling time periods. This graph can be altered to show the actual return (or other statistic) on the vertical axis instead of rank. This graph can be converted to a floating bar graph in a matter of seconds and a user can determine what time periods they want to show.

Manager vs Universe: Annualized Return

Manager vs Universe: Return Rank

 
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