Benchmarking Credit Risk Forecasting Treasury 
Barry Ritholtz
AUGUST 29, 2023
They create the benchmark. So when there’s a major turnover like that that happens, you always have the option, “Hey, can you do it exactly on the time that it enters the benchmark? ” And that’s a risk decision that you have to make. So, our active team has been successful outperforming their benchmarks.
Barry Ritholtz
FEBRUARY 13, 2023
And because remember, Lehman had the Lehman Agg and that was the benchmark. And you know, it’s really been extraordinary around if you can analyze your risk, anything about optimizing your return, you could build, you know, how do you look at correlations, diversification. There is alpha. Can you manage that through downturns?
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