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Abnormal Returns 2: Returns for Short Positions and Portfolios

Carl Bacon, CIPM
Chief Advisor
Ian Thompson PhD
Global Director of Portfolio Analytics
Pierre van der Westhuizen
Product Manager, Revolution Performance
24 January 2019

Download our whitepaper and find out why:  

- Returns should be presented in the context of market value

- Simply switching the sign of a return will not always work

- Short positions, derivative instruments, and time leverage cause negative market values

- The Brinson model is such a robust method of performance attribution