Top 20 Asset Managers
In trn of USD
UBS 2.45 Sw
BGI 1.81 UK
SSG 1.75 US
AXA 1.74 FR
Alliance 1.71 Gr
Fidelity 1.64 US
Capital 1.4 US
Deutsche Grp 1.27 Gr
Vanguard 1.17 US
BlackRock 1.12 US
CS 1.09 Sw
JPM 1.01 US
BNP Paribas 0.82 Fr
ING 0.79 Holland
Natixis 0.77 Fr
AIG 0.73 US
C. Agricole 0.7 Fr
Aviva 0.7 UK
UBS 2.45 Sw
BGI 1.81 UK
SSG 1.75 US
AXA 1.74 FR
Alliance 1.71 Gr
Fidelity 1.64 US
Capital 1.4 US
Deutsche Grp 1.27 Gr
Vanguard 1.17 US
BlackRock 1.12 US
CS 1.09 Sw
JPM 1.01 US
BNP Paribas 0.82 Fr
ING 0.79 Holland
Natixis 0.77 Fr
AIG 0.73 US
C. Agricole 0.7 Fr
Aviva 0.7 UK
ETFs
Currently over 1000 ETFs with 700bn in AUM
Est to reach 2trn in 2011
Wisdom Tree
Runs ETFs based on fundamental factors (cash dvd, profits, sales etc)
Not by mkt cap
ETFs based on fundamental factors
Also known as active ETFs
but do they justift fees?
Est to reach 2trn in 2011
Wisdom Tree
Runs ETFs based on fundamental factors (cash dvd, profits, sales etc)
Not by mkt cap
ETFs based on fundamental factors
Also known as active ETFs
but do they justift fees?
Quant Funds
Major quant players
AQR
DE Shaw
Highbridge
Renaissance
They form a substantial portion of daily trading on NYSE
Conduct trades in milliseconds
Put computer servers closer to exchange to reduce time data takes to travel to exchange
GS Global Alpha lost 38% in 2007, all quant factors fail together - Black Swan
AQR
DE Shaw
Highbridge
Renaissance
They form a substantial portion of daily trading on NYSE
Conduct trades in milliseconds
Put computer servers closer to exchange to reduce time data takes to travel to exchange
GS Global Alpha lost 38% in 2007, all quant factors fail together - Black Swan
FRIDAY, NOVEMBER 23, 2007
US biggest mutual funds
75% of the money in index funds is in S&P 500
Vanguard Index 500 has $44 billion, tracks S&P 500
US biggest mutual fund is Fidelity Magellan ($58 billion)
ie Vanguard Index 500 is No.2?
Pension fund has $600-$700 billion in S&P 500
Vanguard Index 500 has $44 billion, tracks S&P 500
US biggest mutual fund is Fidelity Magellan ($58 billion)
ie Vanguard Index 500 is No.2?
Pension fund has $600-$700 billion in S&P 500
FRIDAY, AUGUST 24, 2007
Harvard Endowment Return
Harvard Endowment Return 18.4%pa over 5 yrs 2002-2007
Endowment Benchmark Return 13.8% over 5 yrs 2002-2007
S&P Return 17% over 5 yrs 2002-2007
Endowment Benchmark Return 13.8% over 5 yrs 2002-2007
S&P Return 17% over 5 yrs 2002-2007
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