BSD Investing has developed leaderboards allowing to rank funds based on its unique proprietary database aiming at giving a fair view between active and passive fund performances.
Based on BSD investing & L’Allocataire proprietary methodology to compare thematic funds (Read all the details about our new methodology in the following article “Thematic investing: A new fund selection methodology by BSD Investing & L’allocataire“ disclosed in our previous thematic newsletter), we can also rank index and non index thematic funds between them taking into account all their specificities (costs, performance, impact of stock selection either when creating the index or managing the portfolio on performance….)
In our methodology, those ETFs that do not follow a traditional passive benchmark (Sector, Factor, ESG, Thematic..) are included in active fund universes and compared to passive funds following a broader traditional benchmark in order to assess the relevance and suitability of the strategy. The choice of the benchmark will depend on the geographic exposition of the strategy to compare those funds and group them according to their unique commonality, their initial investment universe. Thematic funds with multiple geographic exposures should be compared to a broad market index with a global exposure, i.e. the MSCI ACWI index.
We have put in place two types of rankings:
BSD INVESTING OUTPERFORMING CONSISTENCY LEADERBOARD: top 15 index and non index funds showing the highest outperformance consistency vs passive funds following the same benchmark. Our screening is based on short to middle term (1,3,5 years) active funds outperformance consistency vs passive funds.
BSD INVESTING RISK ADJUSTED RETURN LEADERBOARD: top 15 active & passive funds showing the best risk adjusted historical performance.
Best index or non-index thematic funds with a global geographic exposure
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Marlene Hassine Konqui
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