Fund Performance Data

Fund Performance Data

The table below is extracted from Havard Business Review with my computations on fund performance data

sn   Total Assets Total Capital Leverage Ratio Capital Ratio % S&P
volatility as Proxy
 
1 Jun-94 17.4 1.2 14.5 6.9 14.97 0.7609207
2 Jul-94 18.6 1.4 13.7 7.3 11.13 22.205844
3 Aug-94 23 1.5 15.7 6.4 11.97 14.994767
4 Sep-94 25.8 1.5 17.7 5.6 14.28 2.4408053
5 Oct-94 26.2 1.5 17.7 5.7 14.56 1.644313
6 Nov-94 28.7 1.6 17.9 5.6 15.95 0.0115976
7 Dec-94 29.5 1.6 18.1 5.5 13.2 6.9817899
8 Jan-95 31.5 1.8 17.6 5.7 11.96 15.072313
9 Feb-95 29.8 1.8 16.7 6 11.75 16.746982
10 Mar-95 39.7 1.8 21.6 4.6 13.37 6.1123053
11 Apr-95 43.7 2.2 20.2 5 11.75 16.746982
12 May-95 49.7 2.4 20.6 4.8 13.37 6.1123053
13 Jun-95 59.8 2.5 23.8 4.2 11.75 16.746982
14 Jul-95 64.8 3 21.6 4.6 11.75 16.746982
15 Aug-95 72 3.1 23.3 4.3 13.77 4.2944592
16 Sep-95 86 3.3 26.1 3.8 11.38 19.91219
17 Oct-95 101.3 3.5 28.7 3.5 13.49 5.5333515
18 Nov-95 106.4 3.7 29.1 3.4 11.58 18.167267
19 Dec-95 102 3.6 28.3 3.5 12.52 11.037728
20 Jan-96 112.2 4 28.3 3.5 12.53 10.971382
21 Feb-96 115.4 4.1 27.9 3.6 17.04 1.4344669
22 Mar-96 127.3 4.1 31.2 3.2 18.88 9.2275746
23 Apr-96 134.7 4.7 28.9 3.3 15.83 0.0001515
24 May-96 139.2 4.6 30 3.3 16.07 0.0518438
25 Jun-96 125.7 5.1 24.7 4 13.68 4.6755746
26 Jul-96 130.3 5.2 25 4 19.46 13.087698
27 Aug-96 130.8 5.2 25.2 4 17.01 1.3635053
28 Sep-96 129.7 5.5 23.4 4.3 16.95 1.2269822
29 Oct-96 125.8 5.5 22.7 4.4 18.11 5.1424284
30 Nov-96 129 5.6 22.9 4.4 17.14 1.6840053
31 Dec-96 132.4 5.2 25.6 3.9 20.92 25.782959
32 Jan-97 137.6 5.6 24.6 4.1 19.47 13.160151
33 Feb-97 130.1 5.7 22.8 4.4 21.1 27.643328
34 Mar-97 121.8 5.8 21.2 4.7 22.14 39.660928
35 Apr-97 111.9 5.9 19.1 5.2 20.06 17.788928
36 May-97 122.1 6 20.3 4.9 19.19 11.207044
37 Jun-97 123.4 6.2 19.8 5.1 21.53 32.349844
38 Jul-97 128.6 6.2 20.8 4.8 21.48 31.783575
39 Aug-97 126.4 6.7 19 5.3 24.76 79.525236
        22.47 4.64 15.84 530.03749
            1 SD 3.69
               

 

SD – Standard Deviation of Population; sn – Serial Number
Fund Performance Data; Standard Deviation 3.69, S&P Volatility 15.84%, Leverage Ratio 22.47, Capital Ratio 4.64% of equity