Barry Ritholtz

AUGUST 15, 2023

SEIDES: If the S&P is your benchmark, which it isn’t for these pools of capital. RITHOLTZ: What should be their benchmark? So the proper benchmark for those pools has to look a little bit like the underlying assets they’re investing in. So what do you use for a benchmark? 14, 15% a year? RITHOLTZ: Right.

Benchmarking 52

Benchmarking Investments Marketing Treasury 52

Barry Ritholtz

AUGUST 29, 2023

They create the benchmark. So when there’s a major turnover like that that happens, you always have the option, “Hey, can you do it exactly on the time that it enters the benchmark? And 87% of our active fixed income funds have outperformed their benchmarks on a three year basis against their benchmarks.

Investments 52

Investments Benchmarking Valuation Construction 52

Barry Ritholtz

OCTOBER 17, 2023

And they also have a unique approach to feeds when they’re generating alpha, when they’re outperforming their benchmark, they take a performance fee. So I, I did a math degree at Oxford, which is more pure math. It’s just math stick to it over long periods of time. The second is excess returns.

Investments 52

Investments Valuation Math Numbers 52

Barry Ritholtz

FEBRUARY 13, 2023

And because remember, Lehman had the Lehman Agg and that was the benchmark. There is above benchmark returns to be generated by active selection of credit quality duration and specific bonds. RIEDER: Why do you need the price of the Treasury market to the two-year forward or the three-year forward? There is alpha. RIEDER: Yeah.

Mergers and Acquisitions (M&A) 56

Mergers and Acquisitions (M&A) Investments Marketing Education 56

Barry Ritholtz

DECEMBER 12, 2023

He has absolutely crushed his benchmark over that period. He’s crushed the Russell 2000, whatever benchmark you want to talk about. And I was a math nerd as a kid. He developed the Ginnie Mae contract, which at one time was a big thing in treasury bond contract. The s and p 500 has underperformed his fund by 3.7%

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Barry Ritholtz

NOVEMBER 15, 2022

So whether you’re trying to get managed futures from an active manager or, you know, two months Treasuries, T bills, like the whole spectrum is now available in lose to 3,000 ETFs we are trading here in the U.S. NADIG: Well, I mean, there’s like TLT, with the big Treasury funds, LQD and HYG. RITHOLTZ: Beat the 10-year.

Finance 106

Finance Investments Math Marketing 106

Barry Ritholtz

OCTOBER 3, 2023

You’re doing a lot of math in your head on the Fly. I’m doing, I’m doing an awful lot of math in my head on the fly. So, you know, we, we, we got involved and created a benchmark, a commodity indices at the time. Hank Paulson had left to go become treasury secretary. I said, treasury can.

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Marketing Treasury Banking Profit and Loss 106