Economics-AW773

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You will have run a regression on 15 years [1998-2012] of annual data for an international mutual fund.
 
Your regression gives you the alpha and beta estimates.
 
Compare the actual vs predicted returns for your mutual fund for the most recent reported 6-month period.
 
You can get the 6-month data for your fund and its index from the first page of your mutual fund on the internet.
 
N.B. In the above equation, remember to adjust the annual values for alpha and the risk free rate for the 6 month time period.
 

FYI risk definition at globe fund

 
The 3 year risk is a statistical measure of the month-to-month ups and downs of a fund’s returns. Money market funds, which have stable asset values, have standard deviations close to zero. Volatile, aggressive, growth funds can have standard deviations of 12% or more.

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Standard Deviation – Detailed Definition

 
Risk may be defined in terms of the uncertainty of the expected return, and uncertainty is generally associated with variability. Available empirical evidence indicates that investors demand and receive a higher level of return with increased variability, thus suggesting that variability and risk are related, if not synonymous. Surely, investors would consider it less risky to receive a 12% annual return at the approximate rate of 1% each month, rather than at the rate of 20% the first month, -11% the second month, etc. Consistency in expected return permits rational investors to estimate the value of their investment throughout specific holding periods, in the event that adverse circumstances should force them to liquidate prematurely.
 
We use standard deviation to measure the average variability of the monthly returns for individual securities and market average over the most recent 3-year period. It reflects the dispersion of the monthly returns around their average. Specifically, the standard deviation is calculated by:
 
1.) Computing the average of the 36 most recent monthly returns.
2.) Expressing each month’s return in terms of its deviation from the average
3.) Squaring each of the monthly deviations (which both eliminates the minus signs and gives more weight to extreme deviations)
 
4.) Determining the average of the 36 squared deviations
5.) Computing the square root of the average\
 
In simpler terms, standard deviation gives us a feel for how a security’s performance has been over the last 3 years. The number can be used in the absolute. If a security’s standard deviation were, let’s say, 3.6%, then its return for 2 out of every 3 months would fall within a range of plus or minus 3.6 percentage points from the security’s average return. Generally, standard deviation is used in a relative sense, to compare one security’s risk against another, or to compare one security’s risk against similar results for certain market indexes. If the standard deviations for Security A and Security B were 8.0 and 4.0, respectively, then Security A has experienced twice as much variability as Security B.

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