Portfolio Performance Measurement
Portfolio Performance Measurement
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In our eReader you can find the full English version of the book. Read Portfolio Performance Measurement Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book Portfolio Performance Measurement
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The results pertaining to each fund are available from the author on request.
It is obvious that the number of funds that underperformed their particular indexes was much greater than those that outperformed their indexes. The majority of fund's results were insignificant.
79 TABLE 13: RESULTS OF TESTS COMPARING ACTUAL FUND STOCK HOLDING RETURNS TO THE RETURNS ON EACH FUND'S UNIQUE INDEX Overall T-Test of the Difference in Means Between the Actual Fund Stock Holding Returns and Each Fund's Inde...x Return Mean of Actual Geometric Return Relative . . . 3.77956 Mean of Index Geometric Return Relative . . . 4.68743 Mean Difference Between Means -0.90787* Standard Error of the Mean (Over Funds) . . . 0.14356 T-Statistic -6.320 Significance Level 0.0001 Number of Funds which are Positive and Significant . 12 Number of Funds which are Negative and Significant . 109 * Index exceeded actual Discussion of Test Results There is a potential explanation for the inordinate number of funds that underper formed their indexes , when in Test Methodology One we found evidence of purchased stocks outperforming sold stocks.
What to read after Portfolio Performance Measurement?
You can find similar books in the "Read Also" column, or choose other free books by Bickum, Gilbert W. to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
The results pertaining to each fund are available from the author on request.
It is obvious that the number of funds that underperformed their particular indexes was much greater than those that outperformed their indexes. The majority of fund's results were insignificant.
79 TABLE 13: RESULTS OF TESTS COMPARING ACTUAL FUND STOCK HOLDING RETURNS TO THE RETURNS ON EACH FUND'S UNIQUE INDEX Overall T-Test of the Difference in Means Between the Actual Fund Stock Holding Returns and Each Fund's Inde...x Return Mean of Actual Geometric Return Relative . . . 3.77956 Mean of Index Geometric Return Relative . . . 4.68743 Mean Difference Between Means -0.90787* Standard Error of the Mean (Over Funds) . . . 0.14356 T-Statistic -6.320 Significance Level 0.0001 Number of Funds which are Positive and Significant . 12 Number of Funds which are Negative and Significant . 109 * Index exceeded actual Discussion of Test Results There is a potential explanation for the inordinate number of funds that underper formed their indexes , when in Test Methodology One we found evidence of purchased stocks outperforming sold stocks.
What to read after Portfolio Performance Measurement?
You can find similar books in the "Read Also" column, or choose other free books by Bickum, Gilbert W. to read onlineMoreLess
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