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Subject:  Re: The Best Measure for the Best Blend Date:  11/20/2007  6:06 PM
Author:  Zeelotes Number:  204129 of 270521

Eric asked:
I guess I need a better understanding of what that look-back period column really means. If I had to guess, I'd think it just meant granularity of the data used and that the results (other than daily) are averages of the rolling periodic returns?

Yes, that is right. There are nine years of data in all cases, but the granularity is changed from Annual to Daily. It illustrates well the difference that can make.
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