Seasoned EU CLO Managers: MV Alpha Performance Trend
September 18, 2023
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The table in this article illustrates the relative ranking of each EU CLO manager based on their quarterly average MV alpha metrics. For instance, a manager with a score of 82% (for 3Q2023) indicates that its MV return alpha is positioned at the 82nd percentile. In other words, the manager's MV return alpha metric surpasses that of 82% of its peers.
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