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AlphaBetaWorks Charts – Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics

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Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics

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Image source: /wp-content/uploads/2014/06/ABWInsightsBanner_InvestmentRiskSkillPredictivePerformanceAnalytics_960x250_2.png
Alternative text: AlphaBetaWorks Charts
Image source: /wp-content/uploads/2017/08/InternationalSmartBetaETFs_WorldEquityRiskModel_RegionFactorPredictedActualRelativeReturnCorrelation-1024x585.png
Alternative text: Chart of the correlations between relative returns of replicating portfolios constructed using Region Factors and actual relative returns for international smart beta equity ETFs
Image source: /wp-content/uploads/2017/08/InternationalSmartBetaETFs_WorldEquityRiskModel_RegionSectorFactorPredictedActualRelativeReturnCorrelation-1024x585.png
Alternative text: Chart of the correlations between relative returns of replicating portfolios constructed using Region and Sector Factors and actual relative returns for international smart beta equity ETFs
Image source: /wp-content/uploads/2017/08/InternationalSmartBetaETFs_WorldEquityRiskModel_SmartBetaAndDumbBetaTrackingError-1024x585.png
Alternative text: Chart of the percentage of international smart beta tracking error explained by traditional, non-smart, or dumb beta Region and Sector Factors and the percentage of tracking error unexplained by these factors for international smart beta equity ETFs
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Image source: /wp-content/uploads/2017/06/USSmartBetaFunds_USEquityRiskModel_MarketFactorPredictedActualRelativeReturnCorrelation-1024x585.png
Alternative text: Chart of the correlations between predicted relative returns constructed using a single Market factor and actual relative historical returns for over 200 U.S. smart beta equity ETFs
Image source: /wp-content/uploads/2017/06/USSmartBetaFunds_USEquityRiskModel_MarketSectorFactorPredictedActualRelativeReturnCorrelation-1024x585.png
Alternative text: Chart of the correlations between predicted relative returns constructed using Market and Sector factors and actual historical returns for over 200 U.S. smart beta equity ETFs
Image source: /wp-content/uploads/2017/06/USSmartBetaFunds_USEquityRiskModel_AllFactorPredictedActualRelativeReturnCorrelation-1024x585.png
Alternative text: Chart of the correlations between predicted relative returns constructed using dumb risk factors and actual historical returns for over 200 U.S. smart beta equity ETFs
Image source: /wp-content/uploads/2017/06/USSmartBetaFunds_USEquityRiskModel_SmartBetaAndDumbBetaTrackingError-1024x585.png
Alternative text: Chart of the percentage of tracking error or variance explained by traditional, non-smart, or dumb beta factors and the percentage of tracking error unexplained by these factors for over 200 U.S. smart beta equity ETFs
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Image source: /wp-content/uploads/2016/08/All13FFilters_SerialCorrelationOfInformationRatios12Mo_20160630-1024x585.png
Alternative text: Chart of the predictive power of information ratios 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
Image source: /wp-content/uploads/2016/08/All13FFilters_SerialCorrelationOfReturns12Mo_20160630-1024x585.png
Alternative text: Chart of the correlation between returns for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios
Image source: /wp-content/uploads/2016/08/All13FFilters_SerialCorrelationOfAlphaReturns12Mo_20160630-1024x585.png
Alternative text: 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
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Image source: /wp-content/uploads/2016/08/All13FFilters_SerialCorrelationOfSharpeRatios12Mo_20160630-1024x585.png
Alternative text: The predictive power of Sharpe Ratios: 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
Image source: /wp-content/uploads/2016/08/All13FFilters_SerialCorrelationOfReturns12Mo_20160630-1024x585.png
Alternative text: Chart of the correlation between returns for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios
Image source: /wp-content/uploads/2016/08/All13FFilters_SerialCorrelationOfAlphaReturns12Mo_20160630-1024x585.png
Alternative text: 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
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Image source: /wp-content/uploads/2016/07/BerkshireHathawayLongEquityPortfolio_FactorAndStockSelectionReturns-1024x375.png
Alternative text: Chart of the Factor and Stock Selection Components of Berkshire Hathaway's Long Equity Portfolio Returns
Image source: /wp-content/uploads/2016/07/BerkshireHathawayLongEquityPoprtfolio_StockSelectionReturn-1024x373.png
Alternative text: Chart of the cumulative Return from Stock Selection (αReturn) of Berkshire Hathaway
Image source: /wp-content/uploads/2016/07/BerkshireHathawayLongEquityPortfolio_HistoricalTechnologyFactorExposure.png
Alternative text: Chart of the historical technology factor exposure of Berkshire Hathaway Long Equity portfolio
Image source: /wp-content/uploads/2016/07/BerkshireHathawayLongEquityPortfolio_HistoricalTechnologyStockSelectionReturn.png
Alternative text: Chart of the cumulative Return from Stock Selection (αReturn) of Berkshire Hathaway technology portfolio
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Image source: /wp-content/uploads/2016/07/MarketCorrelationOfRandomReturns-1024x585.png
Alternative text: Chart of the correlations between 12-month random return series and 12-month returns of U.S. Equity Market, with sample size chosen to match the hedge fund dataset, used as a baseline for equity market hedging effectiveness.
Image source: /wp-content/uploads/2016/07/USHedgeFundLongEquityPortfolios_MarketCorrelationOfHedgedPortfolioReturns_Constant1MarketExposure-1024x585.png
Alternative text: Chart of the correlations between realized 12-month returns of U.S. Long Equity Hedge Fund Portfolios hedged using a 100% market short and 12-month returns of U.S. Equity Market, used to evaluate equity market hedging effectiveness of a fixed beta assumption.
Image source: /wp-content/uploads/2016/07/USHedgeFundLongEquityPortfolios_MarketCorrelationOfHedgedPortfolioReturns_RBSAMarketExposure-1024x585.png
Alternative text: Chart of the correlations between realized 12-month returns of U.S. Long Equity Hedge Fund Portfolios hedged using returns-based style analysis and 12-month returns of U.S. Equity Market , used to evaluate equity market hedging effectiveness of a returns-based analysis.
Image source: /wp-content/uploads/2016/07/USHedgeFundLongEquityPortfolios_MarketCorrelationOfHedgedPortfolioReturns_ABWEquityRiskModelMarketExposure-1024x585.png
Alternative text: Chart of the correlations between realized 12-month returns of U.S. Long Equity Hedge Fund Portfolios hedged using the AlphaBetaWorks Statistical Equity Risk Model applied to holdings and 12-month returns of U.S. Equity Market , used to evaluate equity market hedging effectiveness of the model.
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Image source: /wp-content/uploads/2016/06/MarketCorrelationOfRandomReturns-1024x585.png
Alternative text: Chart of the correlations between 12-month random return series and 12-month returns of U.S. Equity Market
Image source: /wp-content/uploads/2016/06/USMutualFunds_MarketCorrelationOfHedgedPortfolioReturns_Constant1MarketExposure-1024x585.png
Alternative text: Chart of the correlations between realized 12-month returns of U.S. Equity Mutual Fund portfolios hedged using a 100% market short and 12-month returns of U.S. Equity Market
Image source: /wp-content/uploads/2016/06/USMutualFunds_MarketCorrelationOfHedgedPortfolioReturns_RBSAMarketExposure-1024x585.png
Alternative text: Chart of the correlations between realized 12-month returns of U.S. Equity Mutual Fund portfolios hedged using returns-based style analysis and 12-month returns of U.S. Equity Market
Image source: /wp-content/uploads/2016/06/USMutualFunds_MarketCorrelationOfHedgedPortfolioReturns_ABWEquityRiskModelMarketExposure-1024x585.png
Alternative text: Chart of the correlations between realized 12-month returns of U.S. Equity Mutual Fund portfolios hedged using a statistical equity risk model applied to holdings and 12-month returns of U.S. Equity Market
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Image source: /wp-content/uploads/2016/06/All13FFilters_SerialCorrelationOfReturns12Month_15yearsTo20160430-1024x585.png
Alternative text: Chart of the persistence of stock picking performance as measured by the correlation between returns for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios
Image source: /wp-content/uploads/2016/06/All13FFilters_SerialCorrelationOfAlphaReturns12Month_15yearsTo20160430-1024x585.png
Alternative text: Chart of the persistence of stock picking performance as measured by the correlation between
Image source: /wp-content/uploads/2016/06/All13FFilters_SerialCorrelationOfNegativeReturns12Month_15yearsTo20160430-1024x585.png
Alternative text: 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
Image source: /wp-content/uploads/2016/06/All13FFilters_SerialCorrelationOfNegativeAlphaReturns12Month_15yearsTo20160430-1024x585.png
Alternative text: Chart of the persistence of negative investment performance as measured by the correlation between negative 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
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Image source: /wp-content/uploads/2016/03/All13FFilters_SerialCorrelationOfReturns12Month-1024x585.png
Alternative text: Chart of the decay of stock picking performance as measured by the correlation between returns for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios
Image source: /wp-content/uploads/2016/03/All13FFilters_SerialCorrelationOfNaiveAlphas12Month-1024x585.png
Alternative text: Chart of the decay of stock picking performance as measured by the correlation between naïve alphas (returns over S&P 500) for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios
Image source: /wp-content/uploads/2016/03/All13FFilters_SerialCorrelationOfAlphaReturns12Month-1024x585.png
Alternative text: Chart of the decay of stock picking performance as measured by 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
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Image source: /wp-content/uploads/2016/03/All13FFilters_HedgeReturnOfTheBestAndWorstStockPickers-1024x593.png
Alternative text: Chart of the cumulative return of the Market (Russell 3000) and the cumulative return of the hedged portfolio that combines the to 5% U.S. long stock pickers net consensus long (relative overweight) exposures
Image source: /wp-content/uploads/2016/03/13FsAllFilers_NetBestStockPickerExposure_VRX_ValeantPharmaceuticals-1024x731.png
Alternative text: Chart of the cumulative αReturn (residual return) of Valeant Pharmaceuticals (VRX) and exposure to VRX within the hedged portfolio that combines the to 5% U.S. long stock pickers net consensus long (relative overweight) exposures
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Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics

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