Sharpe: Performance of mutual funds, 1954-1963

Description

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

Usage

data(Sharpe)

Arguments

source

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

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.

Examples

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data(Sharpe)
	head(Sharpe)

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