Analysis of MV Return Alpha Range for Seasoned EU CLO Managers
March 18, 2023
posted on
The graph below shows the MV return alpha range (95th percentile less 5th percentile) for 38 seasoned EU CLO managers over the last three years. The range here is calculated by taking the 95th percentile alpha value less the 5th percentile alpha value for each month.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: