All13FFilters_SerialCorrelationOfSharpeRatios12Mo_20160630

Chart of the correlation between Sharpe Ratios 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 Sharpe Ratios

13F Equity Portfolios: Serial correlation of Sharpe Ratios

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