Share
Research Paper: The Alpha Lifecycle
Alpha remains the preeminent performance metric when attempting to measure portfolio manager skill.
Essentia’s research appears in the October 2022 issue of the peer-reviewed Journal of Investing and examines the alpha lifecycle — from early accumulation to eventual decay, in most cases — and uncovers important characteristics that all fund managers and asset allocators should be aware of.
Download The Alpha Lifecycle to learn about the distinct alpha trajectories we have identified and what active portfolio managers can do to sustain their performance value-add.
To download, please complete the form below: