US CLO Manager Performance: Quarterly Scoring Based on MV Return Alpha
July 14, 2023
posted on
For example, a manager with a score of 89% (2Q 2023) means that its MV return alpha is said to be at the 89th percentile for that quarter. In other words, the manager’s MV return alpha metric exceeds that of 89% of its peers.
For existing premium subscribers, please log in here
If you like to find out more about premium subscription, please submit the form below: