Quantitative Data - Investment Team of the Year

The Role of Enhance

Enhance Group Limited provides analysis of investment providers to assist the judges when they are considering the submissions for Investment Team of the Year. The analysis includes a review of investment performance and risk over a 36-month (Jan 15-Dec 17) and 12-month (Jan 17-Dec 17) time period to confirm that investors have not only received good service (which will be included in the written submissions), but also good results.

Enhance provides consistent analysis across all of the service providers through individual portfolio reviews. The results are then summarised for the judges using ’heat maps’ that allow for easy comparison.

The process is designed to efficiently allow the service providers to supply the requisite data, and the judges to be confident that the performance has been appraised through a robust process, ensuring that the award goes to a worthy winner.

Quantitative data questions and assessment (40% of award) for Investment Team of the Year

a) To enable the judges to consider the performance and risk, please provide the following information for a multi-asset medium risk strategy (with a base currency of GBP, USD or EUR)*:

I. Define the investment strategy.
II. Define the appropriate benchmark. 
III. Forward a sample portfolio valuation in electronic format that reflects the relevant strategy.
IV. Download and complete the portfolio data template with 36 months’ worth of performance data (Jan 15 – Dec 17), and asset and currency allocation for each of the last four quarter-ends for a representative portfolio (Net of AMC) that aligns to the relevant strategy.
*a medium risk strategy as per the methodology paper on the STEP Trustee Managed Portfolio Indices website

How your data will be used

 Data will be collected by Enhance Investment Reporting Limited, who will provide the presiding judges with analysis of investment providers to consider when they are reviewing the submissions for Investment Team of the Year. Please be assured that all data will be treated as completely confidential. 

How to submit your data

The quantitative data section above is required in addition to the 1,100 word narrative and cannot be submitted online. This section must be completed and submitted to pca@step.org no later than midnight on  31 May 2018.