Investment Performance Review Ratings (IPRs)
The Financial Standard Intelligence Unit's Investment Performance Review (IPR) ratings are an unbiased quantitative assessment of investment funds using their historical risk-adjusted performance and other key metrics.
The objective of the Investment Performance Review ratings is to provide a quantitative ranking of actively managed investment funds to allow investors to evaluate investment funds on a risk-adjusted basis free from research biases and analysts' subjective preferences. When evaluating performance, it is of course not enough to look at raw returns. It is crucially important to consider the risk(s) associated with these particular returns.
The elements used to form the IPR ratings are the Sharpe ratio, the Treynor ratio and the Appraisal ratio.
These ratings are updated monthly using data supplied to Rainmaker funds manager as part of its ongoing investment research that covers 600 wholesale managed funds operated by more than 70 funds managers.
For more information about these IPR ratings, please click here.
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