Active Manager Q determine, long, equity, manager

ShooterMcCFA

To determine if a fixed-income/equity managers are active.
1. Fixed Income manager:
    Active as long as the duration is not matched.
2, Equity Manager:
    RBSA: R2     HBSA: weight mismtch
Anything I missed? TIA.

burnsy562000

is that 85% cutoff in the curriculum?

parott

No, it’s just a conservative estimate. On P230, Example 6, a manager with  R2=91.9% is active.

thommo77

Doesn’t that contradict your 85%? I thought I remember a 95% in Schweser or somewhere. Below 95% is active.