MaxRet · Volatility · Bali, Cakici, and Whitelaw (2011)

Maximum return over month

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1926Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
12.82%
95% interval 7.35% to 17.75%
Next year
2026Q4–2027Q3
12.88%
95% interval 7.39% to 17.78%
Next five years
2026Q4–2031Q3
13.02%
95% interval 7.29% to 18.12%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

Cumulative market-adjusted return

+15,031,062% since 1926Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1926Q3–2024Q4 14.87% 22.44% 0.66 6.58
2020Q1–2024Q4 13.81% 19.54% 0.71 1.58
2024Q1–2024Q4 −4.98% 29.15% −0.17 −0.17

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.57 0.33 – 0.79 <0.01
2026Q4–2027Q3 0.55 0.30 – 0.78 <0.01
2026Q4–2031Q3 0.52 0.24 – 0.77 <0.01
Category
Volatility
Form
Continuous
Data
Price
Sorted on
Low minus high
Names per leg
474 long / 488 short median · 72 at the 10th pctile
Original sample
1962–2005