International Equities: active vs multi-manager vs ‘smart-beta’ strategies
The featured chart plots the rolling 5-year excess returns and active risk (aka tracking error) outcomes of: (i) MSCI's factor [...]
The featured chart plots the rolling 5-year excess returns and active risk (aka tracking error) outcomes of: (i) MSCI's factor [...]
Further to our recent post on Sector Valuations which looked at the current & historical CAPE leveIs of MSCI equity [...]