Author: jonellis

Active Fund Performance vs. Market: 2025 Data Indicates Underperformance During Volatility

The first half of 2025 presented a volatile market environment that active fund managers traditionally claim plays to their strengths. With Donald Trump's return...

Visible Fee Structures: Analyzing Impact on Investor Decision-Making Behavior

Recent eye-tracking research highlights how minor changes in the visual design of investment platforms can significantly influence investor decisions, potentially saving UK investors millions....

Systematic Approaches to Reduce Index Investment Costs: An Evidence-Based Analysis

Systematic investment strategies are transforming how UK investors engage with index investing, refining traditional passive methods to address hidden costs that can reduce returns...

Evaluating Terry Smith’s Performance: Skill or Statistical Variance?

Terry Smith's recent performance issues highlight the challenges of distinguishing skill from luck in fund management. Initially, Smith attributed his fund's underperformance to various...

Identifying Market Bubbles: Analyzing Predictive Indicators and Historical Data

Predictions of market bubbles are frequent, especially during bull markets, but identifying them reliably before they burst is extraordinarily difficult. The desire to spot...

Evaluating IRR: Analyzing Potential Misrepresentations in Private Equity Returns

Private equity firms frequently employ IRR manipulation to embellish performance metrics. This tactic distorts reality, compelling UK regulators to intervene for investor protection. The...

Key Investment Principles from The Intelligent Investor: Evidence-Based Analysis

In a May 2025 appearance on Morningstar's The Long View podcast, Wall Street Journal columnist Jason Zweig provided crucial insights for investors facing significant...

Market Outperformance: An Examination of Random Variables and Statistical Likelihood

The proposition that skill alone can outperform the market is contradicted by substantial empirical data. The research unequivocally suggests that success in surpassing market...

Evaluating Active Investing Strategies: Assessing Evidence and Avoiding Emotional Biases

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Assessing Factor-Based Strategy Performance: Distinguishing Data from Misleading Narratives

The Debate on Factor-Based Investing: A Data-Driven Perspective In recent years, factor-based investing has undergone rigorous scrutiny. Investors have questioned the efficacy of targeting specific...

Nobel Economists Advocate Passive Investing—Reviewing Evidence Against Active Management

In the realm of investment, empirical evidence plays a pivotal role in shaping sound strategies. Nobel Prize-winning research provides robust insights that directly challenge...

FGR accelerates USA expansion & defence sector exposure with strategic acquisition of MITO® Material Solutions

Liftoff Announces Pricing of Initial Public Offering

Quantinuum Announces Pricing of Upsized Initial Public Offering

jonellis

Active Fund Performance vs. Market: 2025 Data Indicates Underperformance During Volatility

Visible Fee Structures: Analyzing Impact on Investor Decision-Making Behavior

Systematic Approaches to Reduce Index Investment Costs: An Evidence-Based Analysis

Evaluating Terry Smith’s Performance: Skill or Statistical Variance?

Identifying Market Bubbles: Analyzing Predictive Indicators and Historical Data

Evaluating IRR: Analyzing Potential Misrepresentations in Private Equity Returns

Key Investment Principles from The Intelligent Investor: Evidence-Based Analysis

Market Outperformance: An Examination of Random Variables and Statistical Likelihood

Evaluating Active Investing Strategies: Assessing Evidence and Avoiding Emotional Biases

Assessing Factor-Based Strategy Performance: Distinguishing Data from Misleading Narratives

Nobel Economists Advocate Passive Investing—Reviewing Evidence Against Active Management

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