Survivorship Bias and the Walking Dead

OpinioPro Selection
Door september 9, 2019 18:19

Survivorship Bias and the Walking Dead

  • Survivorship bias, the predisposition to evaluate a data set by focusing on the “survivors” rather than also examining the record of non-survivors, is important to understand for hedge fund peer groups, which tend to have a relatively large number of constituents that disappear.
  • Using a proprietary approach, Callan is able to adjust peer group comparisons for survivorship bias to counter the effects of upwardly biased returns in the unadjusted data and potentially rectify bad perceptions of a manager’s historical performance.
  • This better-informed perspective enables a more honest assessment in considering performance relative to other opportunities. Investors will also be less inclined to harshly judge their own historical performance when they compare it to a broader peer group that includes the worse-performing funds previously omitted
OpinioPro Selection
Door september 9, 2019 18:19

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