Скачать или смотреть How to Evaluate Multi-Factor Portfolio Performance? | Explained for Portfolio Managers

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📊 A portfolio grew 95% in four years. Great news, right?
Not necessarily.

In this video, you’ll go beyond surface-level returns and learn how to properly analyze the performance of a multi-factor portfolio. Because in the world of quant investing, risk-adjusted performance, return consistency, and tail events matter as much as raw returns.

Watch as we explore:

Why cumulative return alone can be misleading

How to analyze factor-level and asset-level return contributions

What leads to concentration risk in factor tilt portfolios

Why excessive exposure to one factor (e.g., Growth) or asset (e.g., a single ETF like IWY) can backfire

How to read a daily returns histogram to assess return distribution

The importance of skewness and kurtosis in understanding portfolio behavior

Why high kurtosis can signal exposure to tail-risk or rare extreme events

How to reduce risk via weight thresholds and diversification

How to assess drawdowns during market stress for deeper risk analysis

This isn’t just about returns—it’s about understanding the structure, health, and resilience of your portfolio using data.

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Quant Investing for Portfolio Managers
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