News articles, industry research reports
Low
High
Models and quantitive rankings or levels of data
Low
High
Discussions with investment professionals
Low
High
Investment team discussion
Low
High
Economic and company-specific information
Low
High
Median holding period
Low (1 day or less)
High (6 months or more)
Median time to put a position on or take off
Low (1 day or less)
High (6 months or more)
Time interval for risk management reporting
Low (1 day or less)
High (6 months or more)
Leverage
Low (.5 or less)
High (5x or more)
Number of positions
Low (5 or less)
High (100 or more)
Largest position size as percent of portfolio in dollar terms
Low (1% or less)
High (20% or more)
Median investment size
Low (1% or less)
High (20% or more)
Percent long
Low (0%)
High (100%)
Developed equities
Low (0%)
High (100%)
EM equities
Low (0%)
High (100%)
Developed Sovereign debt
Low (0%)
High (100%)
EM debt
Low (0%)
High (100%)
Corporate bonds
Low (0%)
High (100%)
HY bonds
Low (0%)
High (100%)
Commodities
Low (0%)
High (100%)
FX
Low (0%)
High (100%)
Leverage
Low (1x or less)
High (10x or more)
Median investment size
Low (10% or less)
High (50% or more)
Percent long
Low (5% or less)
High (90% or more)
Median deviation from benchmark
Low (10% or less)
High (50% or more)
Portfolio volatility
Low (5% or less)
High (50% or more)
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