An index to evaluate fund and fund manager performance

Hans Byström

Applied Economics Letters, 2011, vol. 18, issue 14, 1311-1314

Abstract: I propose a new index, the b-index, to measure the performance of funds and fund managers. A fund or fund manager has a b-index equal to b if b is the highest number for which it holds that the fund/fund manager has returned more than b% at least b years throughout the history of the fund/fund manager.

Date: 2011
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DOI: 10.1080/13504851.2010.535779

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