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不同策略股票型开放式基金的业绩评价实证分析
引用本文:李德志.不同策略股票型开放式基金的业绩评价实证分析[J].时代经贸,2012(2):161-162.
作者姓名:李德志
作者单位:成都职业技术学院,四川成都610054
摘    要:对基金投资策略的评价可以采用对基金在某一时段的投资业绩进行评估,以考察不同策略在该阶段的有效性。本文首先按照股票型开放武基金风格对所选的28只进行分类,给出了基于夏普方法的基金净值、累计净值等指标及计算出来的相对绩效数值,同时采用夏苷指数对我国股果型开放武基金的运蕾绩效进行评估。

关 键 词:股票型开放式基金  夏普指数  基金业绩

Different strategies of open mode-fund shares of the performance evaluation of the empirical analysis
Li De-zhi.Different strategies of open mode-fund shares of the performance evaluation of the empirical analysis[J].Economic & Trade Update,2012(2):161-162.
Authors:Li De-zhi
Institution:Li De-zhi (Chengdu Vocational &Technical College, Sichuan Chengdu 610054)
Abstract:Assessing the invesunent taccics can focus on the investment achievement of a fund in a certain period and investigate the validity of the different tactics in the period. Based on the classification on the sarnplc funds, Sharp Index is adopted to assess the performance of China' s stock-oriented open-ended funds, according to the abovementioned research approach and the calculation of the indexes, we classify the selected 28 funds in terms of style, and ill-tally we get the fired net value and the accumulative net value, and the numerical value that shows the performance of the funds.
Keywords:Stock-oriented open-end funds  Sharp index  the performance of funds
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