All13FFilters_SerialCorrelationOfNegativeReturns12Month_15yearsTo20160430

Chart of the persistence of negative investment performance as measured by the correlation between negative returns 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 negative nominal returns

13F Equity Portfolios: Serial correlation of negative nominal returns

Leave a Reply

Your email address will not be published.