Heard-Insights | November 2017 – Detecting False Negatives: Data Driven Approach to Manager Due Diligence

  • 21 November 2017
  • Heard Capital Administrator
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Detecting False Negatives: Data Driven Approach to Manager Due Diligence
by Joe Lee, CFA (Heard Capital) & Brett Turenchalk (Novus)

When it comes to evaluating investment managers, there is a tendency to settle for “one-size-fits-all” risk/return metrics. Returns, beta, correlation, and volatility don’t reveal the complete narrative, however, and an over dependence on these can give rise to serious inefficiencies.

To download this report, please click the cover below

Detecting False Negatives - Cover