All13FFilters_SerialCorrelationOfAlphaReturns12Mo_20160630

Chart of the 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)

Share on linkedin

Share on facebook

Share on google

Share on twitter

Share on tumblr

Leave a Reply Cancel reply