Philadelphia / Columbus / Chicago / Database Philadelphia / /
Company
Information Ratio All Equity Mutual Funds / Year Active Share (%) FIS Group Inc. / CHART 4 Active Share / 2012 CHART 2 Active Share / Factset Research Systems Factset Mutual Fund / Wilshire Associates / 100 CHART 3 Active Share / Excess Return All Equity Mutual Funds / Information Ratio Large Cap Active Funds / Barclays / Non U.S. Equity Funds / Bloomberg / Morningstar / Index Universe Rank (Descending Order) FIS Group / FIS Group Inc. / OH FIS Group Inc. / 7 CHART 1 Active Share / Excess Return Large Cap Active Funds / /
Country
United States / /
Currency
USD / / /
IndustryTerm
active and inactive products / equity products / /
MarketIndex
S&P 500 / Russell 1000 Growth / Russell 2000 / EAFE / Economic Policy Uncertainty / MSCI EAFE / Russell 1000 Value / Russell 1000 / MSCI World / /
Organization
Yale University’s School of Management Professors Antii Petajisto and Martijn Cremers / US Federal Reserve / /
Person
Lars Peter / Defined Separate / Large Core / Michael J. Mauboussin / Rank Universe Percentile / Defined Large / / /
Position
manager underperformance / INTRODUCTION Author / Annualized Quarterly Return Manager / manager investment strategies / manager / median manager / individual manager / manager peers / Fund Manager / manager outperformance in US equity strategies / registered investment advisor / manager to the first quartile / manager recommendations and performance reporting / manager / difference / manager skill / Forward / / median active manager / Vice President Investment Strategy Additional Contributions By Xiaofan Yang Senior Vice President Portfolio Construction ABOUT FIS GROUP FIS Group / /