VNQ_VanguardREITIndexFund_20StockSubsets_USEquityRiskModel_FactorPredictedActualReturnCorrelation

Chart of the correlations between predicted returns constructed using a multi-factor statistical equity risk model and actual historical returns for 1,000 20-position equity portfolios constructed from the holdings of Vanguard REIT Index Fund (VNQ)

U.S. REIT Portfolios: Correlation between predictions and actual monthly returns for a statistical equity risk model with high-level sectors

U.S. REIT Portfolios: Correlation between predictions and actual monthly returns for a statistical equity risk model with high-level sectors

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