Mutual Fund Performance in a Nonsymmetrical World: A Case for the Upside Deviation
- The Virtues of Consistency. Israelsen, Craig L. // Financial Planning;Apr2005, Vol. 35 Issue 4, p155
Discusses ways of measuring consistency of mutual fund performance. Computation of the arithmetic mean and standard deviation of annualized returns; Calculation of the arithmetic mean and standard deviation of multiple year rolling returns; Significance of consistent performance to asset stability.
- Performance Evaluation of Mutual Funds in Pakistan. Ali, Rida; Qudous, Rana Abdul // Interdisciplinary Journal of Contemporary Research in Business;Jan2012, Vol. 3 Issue 9, p1076
The present study has been undertaken to investigate the performance of mutual funds in Pakistani context. The research has tried to answer the questions which inquire about the rates of return with respect to the mutual funds and the ability of fund managers in minimizing the associated risks....
- RISK-ADJUSTED PERFORMANCE EVALUATION OF INFRASTRUCTURE FUNDS IN INDIA. ARUNA, G. // International Journal of Research in Commerce, IT & Management;Jul2013, Vol. 3 Issue 7, p59
Asset Management Companies or fund houses constantly come out with different schemes. A lot has been written about performance of equity diversified funds, debt funds, large cap funds, mid cap funds and small cap funds but not much is known about infrastructure funds and their performance....
- Guest Column: A Better Tactic for Hedge Fund Analysis. Orr, Leanna // AiCIO News;2014, p1
The article discusses the performance analysis of hedge funds that is critical in manager sourcing and due diligence and aims to determine attractive historical returns and establish parameters for expected returns. It emphasizes the limited value predictive of historical returns and that...
- Four ways to measure mutual fund performance. Auer, Robert; Stanley, Morgan // Indianapolis Business Journal;11/26/2001, Vol. 22 Issue 37, p38
Reports ways to measure mutual fund performance. Features of the standard deviation concept; Provisions of the alpha and beta concept; Usefulness of the sharp ratio concept.
- Mutual funds: Tax efficiency is nice--but not the bottom line. Kane, Leslie // Medical Economics;03/22/99, Vol. 76 Issue 6, p164
Examines the tax-adjusted annualized returns of mutual funds over three and five-year periods in the United States. Heritage Capital's appreciation trust; Vanguard's tax-managed growth and income fund; Weitz's fund portfolio. INSET: The most tax-efficient way to buy and sell shares..
- Small variation in returns can result in giant leap in gains. Jaffe, Charles A. // New Orleans CityBusiness (1994 to 2008);08/02/99, Vol. 20 Issue 5, p20
Focuses on strategies for making mutual fund investments in Louisiana to maximize investment returns. Viability of emphasizing investments for fund with average returns; Recognition that average rates are more valuable in the long run.
- HIGH YIELD FUND PERFORMANCE. // High Yield Report;12/2/2002, Vol. 13 Issue 47, p12
Presents a chart showing the performance of high yield funds as of October 31, 2002.
- Net Selectivity Revisited: An Extension. Krueger, Thomas M.; Callaway, Richard E. // Journal of Economics & Finance;Summer94, Vol. 18 Issue 2, p193
Presents an extension of a study of mutual-fund net selectivity that was published in the 'Journal of Economics and Finance' in 1993. Use of monthly instead of annual data in the calculation of returns, variance, and semivariance; Negative semivariance-adjusted excess returns of several funds,...