Industry Portfolios
Benchmarks
Task NameDataset NameSOTA ResultTrendResults
17 industry portfolios Monthly return data (Recessions Financial Crisis 11/2007-06/2009)
0.041OOS R-squared
8
17 industry portfolios Monthly return data (Recessions 2001 Recession)
0.125OOS R2
8
17 Industry Portfolios Monthly Return Data (Recessions Gulf War: 06/1990-10/1990)
0.027OOS R2
8
17 industry portfolios Full OOS Period Monthly return data 01/1990-11/2016
0.049OOS R2
8