Good vs. Mediocre Alpha (long equities)
For long book in equities, what is considered good and great alpha? Is beating the index by 100-200bps p.a. considered good over long period of time? or is that considered mediocre?
Depend highly on what the underlying index (absolute returns) is and volatility metrics
Saepe perspiciatis eius quae doloribus consequatur. Dignissimos repudiandae repellendus et minima sapiente soluta quas aperiam.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...