Risk/return analysis of offshore funds investing in UK equities shows a cluster grouping with most m...
Risk/return analysis of offshore funds investing in UK equities shows a cluster grouping with most managers staying fairly close to the index in risk/return terms. Most of the funds that have significantly outperformed the index have done so at the price of higher than average standard deviation. The arithmetic mean of funds in the sector shows an average three-year return of 51.77% from January 1997 to December 1999. This breaks down as 18.1% over one year, 11.28% from January 1998 through to December 1998, and 15.29% from January 1997 through December 1997. The average annualised mean...
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