Performance dispersion is the distribution of medium-term price trends in any chosen investment universe. For example, in 2022 the S&P 500 lost 19%. The bottom top 25% performers posted an average ...

Every investment universe exhibits broad performance dispersion – a range of performance results in markets and sectors that still exist despite the overall current market weakness. Whatever ...

As an investment concept, “dispersion” measures the spread between returns. If Asset A has gained 50% and Investment B has gained 10%, their dispersion is greater than returns of 30% and 20%, ...

Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...