Risk Adjusted Returns

An industry standard for securities lending benchmarking

The Risk Adjusted Returns framework is a powerful set of analytics that highlights the main sources of program risk and return across multiple dimensions and peer groups.

Developed in consultation with the industry, the Risk Adjusted Returns framework helps owners understand not only where they are making money, but also how they are making money. Owners can benchmark their unique program signature against their chosen peer group. Equally, this framework provides custodians and agents with a simple and powerful way of demonstrating effective program management to their clients.

New! Download the recently published Data Explorers White Paper: “Securities Lending – is the risk worth the return?”

Also available to download:

• Risk Adjusted Returns thought leadership piece: “What’s the right risk adjusted return?” Published in Global Investor Magazine, June 2010
• Risk Adjusted Returns Fact Sheet from Data Explorers