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The goal of the Manager and Index Testing is to identify Managers and Indices
that show potential economic problems that require further investigation. This quantitative analysis is based
on ten robust and nonparametric statistical tests using reported per period return
series:
• Random
• Trending
• Variability Stable
• Distribution Stable
• Outliers
• Correlation Stable
• Better Benchmark
• Beta Stable
• Unique Risk Stable
This module is intended as a pre-optimization statistical analysis to identify
return series that may not be appropriate to use directly in the PORTAX
optimizer.
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PORTAX Manager and Index Testing
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