Title
Topic
Content Type
The Currency-Hedging Dilemma
By Daniel Sotiroff  | 17 October 2018

Hedging currency risk reduces the volatility of foreign investments but comes with costs.
Risk
Currencies/Rates
Pursuit of Sustainable Income
Research Paper
Advisor
AM Sales & Marketing
Fund Buyer
Macro-Financial Scenario Analysis
By Michael O'Leary  | 16 October 2018

This Morningstar tool calculates the impact of user-specified macroeconomic and financial system shocks on forecast factor exposures and volatilities. The user can specify multiple shocks at different points in time and calculate the subsequent expected risk and return of the portfolio.
Align Principal & Agent Interests
Market Shocks
Research Paper
Advisor
AM Sales & Marketing
Fund Buyer
Morningstar Risk Decomposition Methodology
By Madison Sargis  | 10 October 2018

Morningstar Risk Decomposition Methodology
Quantitative Analysis
Risk
Methodology Document
A Framework for Evaluating Strategic-Beta Bond Funds
By Alex Bryan, Jose Garcia-Zarate  | 03 October 2018

Strategic-beta fixed-income funds haven't taken off as quickly as their equity counterparts, but they are a growing area of focus for many asset managers. Most of these funds attempt to deliver better performance than traditional market-cap-weighted index funds. These strategies often seem more intuitively appealing than the alternative of owning a broad market-cap-weighted portfolio that tilts toward the biggest debtors. But they do face some challenges. This paper outlines the landscape of strategic-beta fixed-income funds and presents a framework to help guide investors toward the better options.
ETFs
Strategic Beta
Factor Investing
Research Paper
Individual
Advisor
Fund Buyer
Morningstar's European Active/Passive Barometer--October 2018
By Dimitar Boyadzhiev  | 01 October 2018

The Morningstar European Active/Passive Barometer is a semiannual report that measures the performance of Europe-domiciled active funds against passive peers in their respective Morningstar Categories.
Performance
Active Investing
Passive Investing
Research Paper
Individual
Advisor
AM Sales & Marketing
Fund Buyer
Morningstar Sustainability Atlas: Carbon Edition
By Dan Lefkovitz  | 01 October 2018

This semiannual report examines the sustainability profiles of 46 equity markets based on the constituents of their Morningstar country indexes. Company level scores are used to compare national markets across environmental, social, and governance criteria. This edition also includes an analysis of country level carbon risk, a forward-looking assessment of companies’ vulnerability to the transition away from a fossil-fuel intensive economy. Investors can use the report to identify ESG risks and opportunities across the globe.
ESG/Sustainable Investing
Research Paper
Individual
Advisor
Fund Buyer
Morningstar Direct Asset Flows Commentary: Europe--August 2018
By Valerio Baselli  | 27 September 2018

Inflows to long-term funds reduced to a trickle in August as actively managed funds falter.
Flows
Research Paper
Individual
Advisor
Fund Buyer
Morningstar Direct U.S. Asset Flows Update--August 2018
By Kevin McDevitt, Michael Schramm  | 18 September 2018

Long-term flows to U.S. open-end and exchange-traded funds dipped to an estimated $22.2 billion in August 2018 following July's $32.1 billion
Flows
Research Paper
How Long Can a Factor-Based Portfolio Underperform?
By Maciej Kowara, Paul Kaplan  | 17 September 2018

In this paper, we apply the concept of LUP to factor-based portfolios and show that even factor-based portfolios that do outperform over the long haul can have shockingly long stretches of underperformance. In one case, the factor-based portfolio in question underperformed for a time period that could span two investment careers. Just like funds, factors can go through extremely long periods of underperformance.
Factor Investing
Align Principal & Agent Interests
Research Paper
Individual
Advisor
Fund Buyer
Morningstar Representative Cost Methodology
By Morningstar  | 31 August 2018

Morningstar are introducing 'representative cost' fields, that will contain the best information on the re-occurring cost that are charged via the fund itself, so would not include one-off cost or cost charged by third parties such as advisers or platforms, nor one-off costs charged on entry or exit.
Quantitative Analysis
Flows
Methodology Document
Individual
Advisor
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