14 February 2020
Amati Global Investors is delighted to announce that TB Amati UK Smaller Companies Fund has been awarded a FundCalibre Elite rating.
FundCalibre typically award the Elite Rating to no more than 10% of funds in any sector. Funds are initially screened using their proprietary screening tool, AlphaQuest. They start by measuring risk-adjusted performance and always look at the figures after charges. Managers must have a track record of at least three years to be considered.
AlphaQuest is unique because it focuses on future performance. It estimates how likely a manager is to continue to deliver superior returns. It does this by stripping out the impact of market movements to identify the returns attributable to manager skill. AlphaQuest analyses the consistency of the alpha as well as its absolute level. It uses weekly data over 10 years (or the life of the fund or tenure of a manager if shorter) to calculate both the average annualised alpha and the annualised volatility of the alpha. It uses this data to generate an expected alpha range and predict the probability of positive future alpha in a statistically robust way.
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