¿Qué es Sesgo de backfill?
Sesgo de backfill A bias that occurs when historical data are added to a database after favorable performance has already been observed, overstating long-term performance of investment funds or strategies.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Sesgo de backfill” Used in Practice?
Los índices de hedge funds son especialmente propensos al sesgo de backfill, dificultando las comparaciones de desempeño con fondos mutuos.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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¿Qué es Sesgo de backfill?
A bias that occurs when historical data are added to a database after favorable performance has already been observed, overstating long-term performance of investment funds or strategies.
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