Mutual Fund Performance
Measurement and Prediction
A discussion of techniques for measuring and predicting mutual fund performance. Empirical information is used as an aid in assessing the Treynor index for measuring a fund's performance after the fact or for predicting its performance in the future. An alternative method for measuring mutual fund performance is described.
- Full Document (pdf format)
Use Adobe Acrobat Reader version 7.0 or higher for the best experience.
Document Details
- Copyright: RAND Corporation
- Availability: Web-Only
- Pages: 36
- Document Number: P-3096
- Year: 1965
- Series: Papers
This report is part of the RAND Corporation paper series. The paper was a product of the RAND Corporation from 1948 to 2003 that captured speeches, memorials, and derivative research, usually prepared on authors' own time and meant to be the scholarly or scientific contribution of individual authors to their professional fields. Papers were less formal than reports and did not require rigorous peer review.
Permission is given to duplicate this electronic document for personal use only, as long as it is unaltered and complete. Copies may not be duplicated for commercial purposes. Unauthorized posting of RAND PDFs to a non-RAND Web site is prohibited. RAND PDFs are protected under copyright law. For information on reprint and linking permissions, please visit the RAND Permissions page.
The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.
RAND® is a registered trademark. Copyright © 1994-2012 RAND Corporation.