Practical analysis for investment professionals

Performance Measurement & Evaluation


Decision Attribution: Portfolio Manager Skill vs. Past Performance

As portfolio managers, being able to show our investors — with data-driven evidence — that we know exactly what we are good at and the steps we are taking to improve goes a long way.

Bitcoin Mining and Local Stock Market Performance Correlations

Is there a relationship between where bitcoin is mined and how the performance of the local equity markets correlates with bitcoin prices?

Equity and Bond Correlations: Higher Than Assumed?

What correlations should we trust? Those based on daily or monthly return data?

Diversity and Investment Performance: What Trade-Off?

Is there a trade-off between diversity and investment performance?

Top 10 Posts from 2022: Fama and French, Damodaran, the Equity Risk Premium

In a wild year for markets and investing, what EI content most resonated with readers?

ESG (In)Efficiency

Passive ESG investing has become increasingly active. It’s time for a rethink.

Evaluating Benchmark Misfit Risk

How can we identify and measure a portfolio's benchmark misfit risk?

What Can AI Do for Investment Portfolios? A Case Study

One AI equity trading model hints at the technology's potential to transform investment management.

Managed Futures: A Risk-Off Solution?

If Treasuries no longer fulfill their traditional role, what other strategies or asset classes can enhance diversification and deliver consistent returns?

Frontier and Emerging Markets: Inflection Points

Should we be adjusting our allocations to emerging or frontier markets?



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