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- This is a sample report we created for a plan sponsor or anyone else who has a multi-asset, multi-manager portfolio. The total fund benchmark was created with a fund in StyleADVISOR with three asset class indexes (Russell 3000, Lehman Aggregate, MSCI EAFE) with their respective weights. After running this install, users can modify the blends and change the managers. If you have any questions or need help call Client Services at (800) 789-5323.
WARNING: This is a very large workbook and may take a while to open. The installer may overwrite some existing blends. Contact Client Services is you have any questions.
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- The US Sector workbook has a different page for each of the 10 sectors, showing performance and a rolling 36-month excess return relative to the Russell 3000 index for the sector and all industries that fall under that sector.
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- This StyleADVISOR workbook was designed to determine a hedge fund's style or strategy. The first five pages use various palettes of hedge fund indexes to perform returns based style analysis. Page six titled "General HF Categories" displays the funds rolling correlations to sixteen different hedge fund indexes that represent 16 styles or strategies. A quick glace at this page will identify any dominant styles. The last page provides the same information for sub categories of fixed income, sector and emerging markets.
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- This StyleADVISOR workbook provides performance analysis for single family home prices for the twenty five largest US cities. Quarterly returns are derived from the House Price Index (HPI) calculated and reported by the Office of Federal Housing Enterprise Oversight (OFHEO). The returns on 50 states plus 361 cities and 10 regions are provided to Zephyr's Style ADVISOR clients and will be updated quarterly.
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- This StyleADVISOR workbook provides performance analysis for single family home prices for fifty states. Quarterly returns are derived from the House Price Index (HPI) calculated and reported by the Office of Federal Housing Enterprise Oversight (OFHEO). The returns on 50 states plus 361 cities and 10 regions are provided to Zephyr's Style ADVISOR clients and will be updated quarterly.
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- This StyleADVISOR
workbook is a comprehensive presentation of the MSCI indexes that track the equivalent
iShares funds. We used the MSCI indexes instead of the iShares because the historical
returns go back further.
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- This StyleADVISOR
workbook is a comprehensive presentation of the Dow Jones US Sector indexes that
track the equivalent iShares funds. We used the Dow Jones indexes instead of the
iShares because the historical returns go back further.
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- This StyleADVISOR workbook is a comprehensive presentation of a sample hedge fund manager.
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- This StyleADVISOR workbook analyzes 38 hedge fund categories using the Hedgefund.net Tuna indexes now included in the Indices database.
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- This AllocationADVISOR workbook is the one used to illustrate AllocationADVISOR version 5’s new Monte Carlo simulation in our newsletter, The Advisor (Volume 34).
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- Same as our Monthly US Sector workbook below, but with daily data. This workbook has a different page for each of the 12 sectors, showing performance and a rolling 36-month alpha relative to the Russell 3000 index for the sector and all micro-sectors that fall under that sector.
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workbook will only work if you have the daily indexes installed. If not please
feel free to check out the PDF file version below.
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- This is a performance summary for each country index we have from the Salomon Global Equity database. Each country has a single page that includes the country's relative performance to the world benchmark, a rolling 12 month return, growth of $100. And a cumulative performance table.
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- In November 2002 we introduced ScanSearch to help you select managers using
a visual selection tool. Included in the release were two workbooks: ScanSearch - Monthly and ScanSearch - Quarterly. Here is a longer version of
the monthly workbook with additional charts and selection criteria. This
workbook may take some time to load on older computers.
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- StyleADVISOR users can now obtain long term data for stock and bond market
indices directly from Zephyr Associates. Each index in this StyleADVISOR
database includes monthly historical returns dating from 1921 (1926 for
foreign stocks) and also a corresponding Risk Premium return series which we
made by subtracting out the monthly T-Bill return. Using these long term
indices in AllocationADVISOR will help develop more consistent return
projections than using shorter term data. Here are AllocationADVISOR and
StyleADVISOR workbooks with highlights of some of the markets. You must
subscribe to the Long Term Data to open these workbooks. For subscription
information please call our user support.
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- StyleADVISOR users can now obtain long term data for stock and bond market
indices directly from Zephyr Associates. Each index in this StyleADVISOR
database includes monthly historical returns dating from 1921 (1926 for
foreign stocks) and also a corresponding Risk Premium return series which we
made by subtracting out the monthly T-Bill return. Using these long term
indices in AllocationADVISOR will help develop more consistent return
projections than using shorter term data. Here are AllocationADVISOR and
StyleADVISOR workbooks with highlights of some of the markets. You must
subscribe to the Long Term Data to open these workbooks. For subscription
information please call our user support.
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- This workbook demonstrates how to use PowerPresenter to create reports in StyleADVISOR. To perform this demonstration you will need to have Microsoft PowerPoint installed. For instructions on how to use this workbook download the PDF above.
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- Performance of a sector in various countries is contained in the workbook World By Sector. Here you can view how a sector, such as technology, has performed for each country. This workbook is similiar to the World Sectors workbook but instead of each page being a country with the 12 sectors displayed, each page is a sector with the different countries displayed.
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- This workbook looks at the historical and recent relative excess returns comparing a number of different asset classes, sectors, markets, etc. For each comparison we look at both a short term (12 month rolling window) and a longer term (36 month rolling window). For instance, how have U.S. bonds done historically against stocks.
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- This workbook shows the current and historical correlations among asset classes and sectors. Each graph shows the rolling 36 month correlation between two indexes. The lower the correlation between asset returns the greater the benefit from diversification. Notice the historically low correlation between U.S. equity value and growth at the end of 2001.
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