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Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
Dr edmonds stats presentation
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Dr edmonds stats presentation

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  • 1. Assessing A Fund’s Risk is Part Math, Part Art Jamar Beverley
  • 2. Standard Deviation
    • Measure of the dispersion of a set of data from its mean
    • Higher deviation
    • Variance
    • Historical Volatility
  • 3. Volatility & Risk
    • Statistical measure of the dispersion of returns
    • Can be measure by standard deviation or variance
    • Higher the volatility, the riskier the security
  • 4. A Ruler Could Show The Volatility of Fund Categories From High to Low
    • Japan funds 8.3
    • Gold funds 7.3
    • Technology funds 5.8
    • Emerging market funds 5.0
    • International funds 4.4
    • Growth funds 4.0
    • S&P 500 funds 3.5
    • Equity income funds 3.0
    • T. Rowe Price International Bond fund 2.4
    • Junk bind funds 2.2
    • World income funds 1.9
    • Ginnie Mae funds 1.1
  • 5. How Risky Is a Fund? Depends on How You Look at It : 3 year standard deviation
    • Stocks
    • worst
    • Lexington Strategic Investment 49.3
    • United Services Gold 36.3
    • Van Eck International Gold 30.5
    • Bonds
    • worst
    • Benham Target Maturity 2020 1.5
    • Benham Target Maturity 2015 15.1
    • G.T Strategic income 12.3
  • 6. Cont
    • Index
    • Vanguard 500 8.1
    • Best
    • Merger 4.1
    • Hancock Strategic Income A 3.8
    • T. Rowe Price Spectrum Income 3.8
    • Index
    • Vanguard Total Bond 3.9
    • Best
    • FFTW U Short-Term 0.4
    • RSI Retirement Short-Term 0.3
    • Permanent Portfolio Treasury Bill 0.3
  • 7. Article
    • Assessing A Fund’s Risk is Part Math, Part Art by Leslie Eaton
    • Mutual Funds
    • The New York Times
    • Investors (Amateur)
  • 8. Article
    • The SEC wants to understand what kind of risk and what information would help
    • Mutual funds already describe some risk
    • Some companies try to explain NO risk
    • Prospectuses
  • 9. Article
    • Some companies are trying to improve
    • Bar Chart of funds annual returns
    • Describe the performance of the fund(s)
    • Rank the funds from a company
    • Rational about decisions

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