PORTAX Software > Manager and Index Testing

The goal of the Manager and Index Testing is to identify Managers and Indices that show potential economic problems that require further investigation.  This quantitative analysis is based on ten robust and nonparametric statistical tests using reported per period return series:


•  Random

•  Trending

•  Variability Stable

•  Distribution Stable

•  Outliers

•  Correlation Stable

•  Better Benchmark

•  Beta Stable

•  Unique Risk Stable


This module is intended as a pre-optimization statistical analysis to identify return series that may not be appropriate to use directly in the PORTAX optimizer.


PORTAX Manager and Index Testing

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