Ken Froot, Founding Partner at State Street Associates and André R. Jakurski Professor of Business Administration, Emeritus, at Harvard University's Graduate School of Business Administration built upon the concepts introduced last year and apply them, using new dimensions of investor behavior to characterize and contextualize risk and return across markets - both from a purely behavioral perspective, in the context of returns and market risk, and where they relate to media sentiment. Conversely, we employ the same features to understand patterns of behavior across portfolios as well as their implications across securities, aggregates and regimes.