Active Share - Context is Everything

Presented by

Matias Möttölä & Mathieu Caquineau, Morningstar

About this talk

Active share is a measure of the difference between a portfolio and a benchmark. In researching funds within Morningstar’s manager research team, it’s become evident to us that active share can be a useful tool in identifying a manager’s style and appetite for active risk, but only when considered in the context of the market in which the fund invests. In this webinar and in contrast to previous active-share literature, we take a broad look across Morningstar Categories to understand similarities and differences between their levels of active share. The 43 categories included in the study that this webinar is based on span Asian and European single-country markets and regional categories, as well as global developed and emerging markets. Presented by: Matias Möttölä, Associate Director, Multi-Asset and Alternatives Mathieu Caquineau, Associate Director, Cross-Border Equity Ratings Chair

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