Sharpe: Performance of mutual funds, 1954-1963

In pvrank: Rank Correlations

Description

Determine the extent to which differences in performance continue through time.

Usage

data(Sharpe)

Format

A data frame with 34 observations on the following 2 variables.

AVR

Average annual return (per cent).

VAR

Variability of annual return (per cent).

Details

The annual rates of return for thirty-four open-end mutual funds during the period 1954-63 are used to evaluate the predictive ability of indicators of mutual fund performance.

Source

Sharpe, W. F. (1966). "Mutual fund performance". The Journal of Business, 39, 119–138.

Examples

	data(Sharpe)
	head(Sharpe)

pvrank documentation built on May 17, 2018, 9:03 a.m.