A Century of Evidence on Trend-Following Investing Fall 2012 – AQR – pic3

A Century of Evidence on Trend-Following Investing Fall 2012 - AQR - pic3

Total Returns of U.S. 60/40 Portfolio and Time Series Momentum in the Ten Worst Drawdowns for 60/40 between 1903 and 2012

Jay Ng
jay.ng@podsfolio.com
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