pvrank (version 1.1)

Sharpe: Performance of mutual funds, 1954-1963

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).

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

	data(Sharpe)
	head(Sharpe)