{
 "atesx": {
  "sym": "atesx",
  "name": "Anchor Risk Mgd Equity Strategies Instl",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.0055503014317009975,
  "alpha_t_5y": 0.1484113857382209,
  "alpha_t_full": 0.9293227873648724,
  "r2_5y": 0.3610309574164604,
  "r2_full": 0.3450047574870089,
  "corr_portfolio": 0.02673861645107734,
  "corr_benchmark": 0.32376107223953887,
  "alpha_pos_frac": 0.49122807017543857,
  "fund_max_dd": -0.12863626413945228,
  "first": "2016-09-07",
  "verdict": "weak/unstable alpha"
 },
 "atrfx": {
  "sym": "atrfx",
  "name": "Catalyst Systematic Alpha I",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": -0.018652787752631877,
  "alpha_t_5y": -0.28898498571118264,
  "alpha_t_full": 0.18349887648678206,
  "r2_5y": 0.2604813339838056,
  "r2_full": 0.11614807049400844,
  "corr_portfolio": 0.22142653468828064,
  "corr_benchmark": 0.20713067913226307,
  "alpha_pos_frac": 0.4676258992805755,
  "fund_max_dd": -0.3515020833110952,
  "first": "2014-08-04",
  "verdict": "weak/unstable alpha"
 },
 "cvsix": {
  "sym": "cvsix",
  "name": "Calamos Market Neutral Income A",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.017888238619296486,
  "alpha_t_5y": 2.4839246727508577,
  "alpha_t_full": 6.693203697489781,
  "r2_5y": 0.738709320350339,
  "r2_full": 3.3306690738754696e-15,
  "corr_portfolio": 0.29027243816488385,
  "corr_benchmark": 0.5237277356889887,
  "alpha_pos_frac": 0.48109965635738833,
  "fund_max_dd": -0.20766965351534095,
  "first": "1990-09-04",
  "verdict": "CANDIDATE (semi-alpha: mostly explained by net exposure)"
 },
 "jlpsx": {
  "sym": "jlpsx",
  "name": "JPMorgan US Large Cap Core Plus I",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": -0.002431497257594755,
  "alpha_t_5y": -0.1629307787117402,
  "alpha_t_full": 0.4343924766190256,
  "r2_5y": 0.9585561291856182,
  "r2_full": 0.8354903597942736,
  "corr_portfolio": 0.22676613719990743,
  "corr_benchmark": 0.52227955380103,
  "alpha_pos_frac": 0.47540983606557374,
  "fund_max_dd": -0.513285225905074,
  "first": "2005-11-02",
  "verdict": "sleeve mix (R\u00b2 high) - not alpha-driven"
 },
 "pmaix": {
  "sym": "pmaix",
  "name": "Victory Pioneer Multi-Asset Income A",
  "bucket": "shortlist",
  "in_portfolio": true,
  "alpha_ann_5y": 0.049278056125020175,
  "alpha_t_5y": 2.968511924087205,
  "alpha_t_full": 3.9672810281689546,
  "r2_5y": 0.7003658056055937,
  "r2_full": 0.7087086927628709,
  "corr_portfolio": 0.6036927197479715,
  "corr_benchmark": 0.37605309741869536,
  "alpha_pos_frac": 0.4764705882352941,
  "fund_max_dd": -0.24116000785637026,
  "first": "2011-12-23",
  "verdict": "alpha, but correlated with current portfolio"
 },
 "pmorx": {
  "sym": "pmorx",
  "name": "Putnam Mortgage Opportunities A",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.05216102895935035,
  "alpha_t_5y": 4.144374847398222,
  "alpha_t_full": 1.4357260819167152,
  "r2_5y": 0.03721366605296683,
  "r2_full": 0.10084825638507544,
  "corr_portfolio": 0.15610236827399032,
  "corr_benchmark": 0.1549485287519335,
  "alpha_pos_frac": 0.7,
  "fund_max_dd": -0.19308848044669336,
  "first": "2019-07-01",
  "verdict": "CANDIDATE - idiosyncratic alpha, complements portfolio"
 },
 "qspnx": {
  "sym": "qspnx",
  "name": "AQR Style Premia Alternative N",
  "bucket": "shortlist",
  "in_portfolio": true,
  "alpha_ann_5y": 0.16785818097663643,
  "alpha_t_5y": 3.3082513187185243,
  "alpha_t_full": 3.2654332888524036,
  "r2_5y": 0.2616252851889068,
  "r2_full": 0.11754675753202926,
  "corr_portfolio": 0.852144510349361,
  "corr_benchmark": -0.16758094685348948,
  "alpha_pos_frac": 0.49324324324324326,
  "fund_max_dd": -0.41792301574889723,
  "first": "2013-10-31",
  "verdict": "alpha, but correlated with current portfolio"
 },
 "svarx": {
  "sym": "svarx",
  "name": "Spectrum Low Volatility Investor",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.023983827438686146,
  "alpha_t_5y": 2.2535550856884474,
  "alpha_t_full": 4.583134072763739,
  "r2_5y": 0.28289328741120845,
  "r2_full": 0.16745275696353723,
  "corr_portfolio": 0.13269895533798984,
  "corr_benchmark": 0.27028110365794056,
  "alpha_pos_frac": 0.3698630136986301,
  "fund_max_dd": -0.06486054560652632,
  "first": "2013-12-18",
  "verdict": "alpha in 5y window, but not persistent (lucky stretch?)"
 },
 "cosix": {
  "sym": "cosix",
  "name": "Columbia Strategic Income A",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.010918442324802066,
  "alpha_t_5y": 1.6544462573044783,
  "alpha_t_full": 8.97921782878531,
  "r2_5y": 0.8663944005206073,
  "r2_full": 3.3306690738754696e-16,
  "corr_portfolio": 0.14900065311998206,
  "corr_benchmark": 0.5726198691530625,
  "alpha_pos_frac": 0.5086705202312138,
  "fund_max_dd": -0.261588575393748,
  "first": "1990-01-03",
  "verdict": "sleeve mix (R\u00b2 high) - not alpha-driven"
 },
 "mbxix": {
  "sym": "mbxix",
  "name": "Catalyst/Millburn Hedge Strategy I",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.031018107560385543,
  "alpha_t_5y": 0.8817953110008355,
  "alpha_t_full": 0.9829918601685478,
  "r2_5y": 0.4921477665240592,
  "r2_full": 0.5706527612045402,
  "corr_portfolio": 0.31809032443125856,
  "corr_benchmark": 0.31985204190867955,
  "alpha_pos_frac": 0.5491803278688525,
  "fund_max_dd": -0.317313385665538,
  "first": "2015-12-29",
  "verdict": "weak/unstable alpha"
 },
 "eagmx": {
  "sym": "eagmx",
  "name": "Eaton Vance Glbl Macr Absolute Return A",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": 0.05559035554775872,
  "alpha_t_5y": 5.2379756386224,
  "alpha_t_full": 8.039707312489185,
  "r2_5y": 0.07396669655814492,
  "r2_full": -1.1102230246251565e-15,
  "corr_portfolio": 0.23667567422802827,
  "corr_benchmark": -0.02151029112701147,
  "alpha_pos_frac": 0.44223107569721115,
  "fund_max_dd": -0.0931393650735658,
  "first": "1997-11-03",
  "verdict": "alpha in 5y window, but not persistent (lucky stretch?)"
 },
 "lcorx": {
  "sym": "lcorx",
  "name": "Leuthold Core Investment Retail",
  "bucket": "shortlist",
  "error": "no return history in the data set"
 },
 "lamhx": {
  "sym": "lamhx",
  "name": "Lord Abbett Dividend Growth R6",
  "bucket": "shortlist",
  "in_portfolio": false,
  "alpha_ann_5y": -0.005326437096891267,
  "alpha_t_5y": -0.3518378999299911,
  "alpha_t_full": 0.4775716671703663,
  "r2_5y": 0.9437584450573062,
  "r2_full": 0.9561509121649294,
  "corr_portfolio": 0.29977485384501745,
  "corr_benchmark": 0.6191978200471758,
  "alpha_pos_frac": 0.515625,
  "fund_max_dd": -0.3345219095634927,
  "first": "2015-07-01",
  "verdict": "sleeve mix (R\u00b2 high) - not alpha-driven"
 }
}