All13FFilters_SerialCorrelationOfAlphaReturns12Month

Chart of the negative correlation between αReturns (risk-adjusted returns from security selection) for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios

13F Equity Portfolios: Serial correlation of αReturns (risk-adjusted returns from security selection)

13F Equity Portfolios: Serial correlation of αReturns (risk-adjusted returns from security selection)

Leave a Reply

Your email address will not be published.