All13FFilters_SerialCorrelationOfInformationRatios12Mo_20160630

Chart of the predictive power of information ration as measured by their autocorrelation (the correlation between Information 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 Information Ratios

13F Equity Portfolios: Serial correlation of Information Ratios

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