RealizedVol · Volatility · Ang et al. (2006)

Realized (Total) Volatility

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

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
11.87%
95% interval 4.20% to 19.32%
Next year
2026Q4–2027Q3
12.09%
95% interval 4.27% to 19.67%
Next five years
2026Q4–2031Q3
12.72%
95% interval 4.27% to 20.42%

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

+50,730,629% since 1926Q4 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1926Q4–2024Q4 17.45% 27.08% 0.64 6.39
2020Q1–2024Q4 8.97% 28.68% 0.31 0.70
2024Q1–2024Q4 −12.56% 32.62% −0.39 −0.39

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.44 0.16 – 0.72 <0.01
2026Q4–2027Q3 0.42 0.14 – 0.70 <0.01
2026Q4–2031Q3 0.38 0.11 – 0.67 <0.01
Category
Volatility
Form
Continuous
Data
Price
Sorted on
Low minus high
Names per leg
480 long / 480 short median · 73 at the 10th pctile
Original sample
1963–2000