The analysis of fund investment style is crucial for both fund managers and investors. It reveals the underlying investment strategy of a fund, which determines its performance. A clear profiling of a fund’s investment strategy provides other fund managers with invaluable insights to enhance their investment strategies, and help investors assess the suitability of the fund investments regarding style preference and risk management. However, analyzing a fund’s investment styles is challenging, as it requires a comprehensive analysis of high dimensional temporal data that are often difficult to explore, even for experienced fund managers.

To address this issue, we propose iFUNDit, an interactive visual analytic system for fund investment style analysis. The system decomposes fund...[ Read more ]

The analysis of fund investment style is crucial for both fund managers and investors. It reveals the underlying investment strategy of a fund, which determines its performance. A clear profiling of a fund’s investment strategy provides other fund managers with invaluable insights to enhance their investment strategies, and help investors assess the suitability of the fund investments regarding style preference and risk management. However, analyzing a fund’s investment styles is challenging, as it requires a comprehensive analysis of high dimensional temporal data that are often difficult to explore, even for experienced fund managers.

To address this issue, we propose iFUNDit, an interactive visual analytic system for fund investment style analysis. The system decomposes funds’ various attributes into two categories, namely, the performance attributes and the investment style factors; and visualize them in a set of coupled visualizations: a distribution view to display performance attributes of funds and managers, a cluster view to show the grouping of investment styles in the market, and a detail view to delineate the temporal evolution of investment style. The system provides a holistic overview of fund data and facilitates a streamlined analysis of investment styles at the fund and manager level. We demonstrate the effectiveness of the system through interviews with domain experts, and case studies by using the China mutual fund data set.