Annual Returns for Three Mutual Funds and a Market Index
| Period | Fund A | Fund B | Fund C | Return on market | Risk-free return |
| 1 | – 38.7 | – 16 | – 33 | – 26 | 7.9 |
| 2 | 39.6 | 39.4 | 30 | 36.9 | 5.8 |
| 3 | 11.1 | 34.3 | 18.2 | 23.6 | 5.0 |
| 4 | 12.7 | – 6.9 | – 7.3 | – 7.2 | 5.3 |
| 5 | 20.9 | 3.2 | 4.9 | 6.4 | 7.2 |
| 6 | 35.5 | 28.9 | 30.9 | 18.2 | 10.0 |
| 7 | 57.6 | 24.1 | 34.7 | 31.5 | 11.5 |
| 8 | – 7.8 | 0.0 | 6.0 | – 4.8 | 14.1 |
| 9 | 22.8 | 23.4 | 33.0 | 20.4 | 10.7 |
| Mean: | 17.1 | 14.5 | 13.0 | 11 | 8.6 |
| Standard deviation: | 28.1 | 19.7 | 22.8 | 20.5 | – |
| Beta: | 1.20 | 1.92 | 1.04 | 1.00 | – |
You are required to undertake performance evaluation.
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