USMutualFunds_USEquityRiskModel_MarketSectorFactorPredictedActualReturnCorrelation

Chart of the correlations between predicted returns constructed using a two-factor statistical equity risk model and actual historical returns for U.S. Equity Mutual Funds

U.S. Equity Mutual Funds: Correlation between a two-factor statistical equity risk model’s predictions and actual monthly returns

U.S. Equity Mutual Funds: Correlation between a two-factor statistical equity risk model’s predictions and actual monthly returns

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