EU CLO Managers: Investment Alpha, Performance Attribution (Recent Vintages) A sample of 138 deals (managed by 36 managers) closed between Jan 2016, and Jun 2019 is included in this study. The table below shows the latest average investment alpha, performance attribution, average alpha (LTM) and risk measure (Worse Alpha LTM) of each manager. The investment performance…
3/10 EU CLO Managers: Investment Alpha, Performance Attribution (Recent Vintages) – Freemium
