Latest Charts

Public plans managing in-house

The majority of plans that manage some or all of their own money, manage less than 50% of total assets, according to Pensions & Investments' plan sponsor survey for data as of Sept. 30, 2016.

Investors as irrational as ever

That idea plays out at least according to the Aptus Behavioral Momentum index. The index falls in line with the work of the weekend’s winner of the Nobel Memorial Prize in Economic Sciences, Richard H. Thaler, who worked to quantify the impact of humanity’s draw to short-term gains over more rational, long-term benefits on financial markets.

Smart beta slips in 2017

The one-year outperformance of U.S. smart-beta funds slid in the first two quarters after eight consecutive positive quarters.

Shifting risk and covering shortfalls

Since 1987, investment earnings have been the primary source of revenue for public pension plans, according to data compiled by the National Association of State Retirement Administrators through 2016. During that period, employers have contributed 26.5% and employees have added about 12%.

Active turnover is low

Active equity managers portfolio turnover has been declining since the financial crisis.

CTAs can still have a seat at the table

A recent study released by the Alternative Investment Management Association found adding managed futures to a portfolio of 60% equities and 40% bonds can lower risk and diversify returns.

Charts

Public plans managing in-house

The majority of plans that manage some or all of their own money, manage less than 50% of total assets, according to Pensions & Investments' plan sponsor survey for data as of Sept. 30, 2016.

Charts

Investors as irrational as ever

That idea plays out at least according to the Aptus Behavioral Momentum index. The index falls in line with the work of the weekend’s winner of the Nobel Memorial Prize in Economic Sciences, Richard H. Thaler, who worked to quantify the impact of humanity’s draw to short-term gains over more rational, long-term benefits on financial markets.

Charts

Smart beta slips in 2017

The one-year outperformance of U.S. smart-beta funds slid in the first two quarters after eight consecutive positive quarters.

Charts

Shifting risk and covering shortfalls

Since 1987, investment earnings have been the primary source of revenue for public pension plans, according to data compiled by the National Association of State Retirement Administrators through 2016. During that period, employers have contributed 26.5% and employees have added about 12%.

Charts

Active turnover is low

Active equity managers portfolio turnover has been declining since the financial crisis.

Charts

CTAs can still have a seat at the table

A recent study released by the Alternative Investment Management Association found adding managed futures to a portfolio of 60% equities and 40% bonds can lower risk and diversify returns.