Computer Aided Securities Analysis Research Project |
Interesting Funds (plots are not dividend adjusted)
Parameters | Correlation | T. Return | |||||||
Fund | alpha | beta | S&P | TBonds | 1996 | plot | n | m | |
Fid AMG | 2 | 0.62 | 73 | 27 | 22.84 | p | n | m | |
Fid Contra | 3 | 0.8 | 65 | 13 | 21.82 | p | n | m | |
Fid Europe | 13 | 0.3 | 15 | 3 | 23.69 | p | n | m | |
Fid DivGr | 7 | .85 | 73 | 12 | 29.76 | p | n | m | |
Fid Germ | 9 | .35 | 15 | 0 | 18.45 | p | n | m | |
Fid G&I | 4 | .82 | 92 | 26 | 20.41 | p | n | m | |
Fid Sp HI | x | .xx | 92 | xx | xx | p | n | m | |
Fid LatAm | 0 | .74 | 15 | 5 | 30.72 | p | n | m | |
Fid LowPr | 10 | .43 | 44 | 6 | 26.36 | p | n | m | |
Fid BIdx | 10 | .76 | 10 | 26 | 41.07 | p | n | m | |
Fid Gov | 6 | .95 | 56 | 6 | 23.56 | p | n | m | |
Fid RlEst | 7 | .35 | 17 | 8 | 32.9 | p | n | m | |
Inv European | 16 | .57 | 15 | 2 | 25.88 | p | n | m | |
Lin Gr | 5 | .44 | 36 | 5 | 20.58 | p | n | m | |
LngLf Sm | 9 | .37 | 20 | 1 | 29.48 | p | n | m | |
Mut Dis | 13 | .41 | 50 | 8 | 25.15 | p | n | m | |
Mut Qu | 8 | .55 | 69 | 16 | 21.19 | p | n | m | |
Str Adv | 6 | .03 | 0 | 2 | 6.6 | p | n | m | |
Any | 10 | .79 | 88 | 17 | - | p | n | m | |
Str G&I | 10 | .79 | 88 | 17 | - | p | n | m | |