Mutual FundsRisk-Adjusted ReturnSharpe RatioStar RankingsPurpose of this study is to apply to modify Sharpe Ratio to calculate Star Ranking of Equity-based mutual funds registered in Mutual Fund Association of PakistaAlvi, JahanzaibRehan, Muhammad...
investors often compare the Sharpe ratio of a portfolio or fund with those of its peers or market sector. So a portfolio with a Sharpe ratio of 1 might be found lacking if most rivals have ratios above 1.2, for example.A good Sharpe ratioin one context might be ...
Mutual Fund (Reksa Dana) can be used as one of the investment alternatives besides personal saving, time deposit, shares and bond. Mutual fund is an investment that has a form as a collective contract investment and managed by the profesionals. From various mutual funds in Indonesia, the inve...
A negative Sharpe ratio indicates the investment performance or the fund manager's returns did not exceed the risk-free rate and potentially lost money during the time frame you're analyzing. If your calculations are in the red, consider evaluating the ratio on similar assets or funds. If the...
Change in fund manager, change in the investment objective of a fund or continuous underperformance of the fund against the benchmark may require you to track the mutual fund’s performance closely. The change may not fit well with your investment goal or may not generate significant returns. ...
In Bill Sharpe's remarks at Harry Markowitz's Celebration of Life, he reflected on Markowitz's contributions to the field of financial economics. He identi... WF Sharpe 被引量: 2发表: 1983年 Mutual Fund Performance This paper represents an attempt to bring to bear on the measurement and pr...
higher than 2 is considered a very good investment. In the finance world, the Sharpe Ratio is the most common way to calculate risk-adjusted return. It also is used to rank the performance of mutual fund managers. Overall, it allows investors to consider risk as they predict potential ...
Treynor, Jack L., “How to Rate Mutual Fund Performance.”Harvard Business Review 43, 63–75 (January/February 1965). Google Scholar Download references Author information Authors and Affiliations Rutgers University, School of Business, 08903, New Brunswick, NJ Cheng-Few Lee Additional information...
a stock has a beta of 1.1, you can expect it to be 10% more volatile than the S&P 500 index. A 30% increase in the S&P 500, for instance, should result in a 33% increase in the stock or fund with the 1.1 beta. In other words, when 30% is multiplied by 1.1, you get 33%....
From the calculation results can be known that no single equity fund products that can outperform sequent for three years in succession. This is caused by changes in average return generated by each mutual fund products. In a ranking of mutual funds, Capital Trim first place in 2006 and 2007...