Question on Data
NR
Nathan Redman-BrownJanuary 28, 25 | Posted in General
What is the time period on asset correlation tables? See the screenshot for the one in question. I noticed that some have an inception date but this one does not. Thank you! 

1 comment
Sort by
Oldest
DS
Dmitry ShevchenkoFebruary 01, 25
The time range may vary depending on where you view the results. On the portfolios page, asset correlation is calculated based on all available data since the portfolio's inception. But if you're using the asset correlations tool, the values are calculated based on the selected lookback period in the tool settings, which can range from 3 months to 5 years or more.
Category
General
Views
33