| 基金业绩的评价方法 |
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| 引用本文： | 李捷,徐敏丽. 基金业绩的评价方法[J]. 西安财经学院学报, 2001, 14(4): 55-57 |
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| 作者姓名： | 李捷 徐敏丽 |
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| 作者单位： | 西安交通大学,经济与金融学院,陕西,西安710061 |
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| 摘 要： | 基金业绩评价强调全面、合理地衡量基金的综合业绩,它可以从投资效率评价和业绩属性评价两个方面进行.在投资效率评价方面,综合考虑报酬率和风险因素,有单位风险报酬率、差异报酬率、业绩成分三种评价方法.在业绩属性方面通过对资产配置、在主要资产类型间调整权重、在资产类型内选择证券三项基金管理活动的有效性进行分析评价,以全面评价基金业绩并提供一种反馈机制.
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| 关 键 词： | 基金 现代基金业绩评价 投资效率 报酬率 业绩属性 |
| 文章编号： | 1008-1097(2001)04-0055-03 |
| 修稿时间： | 2001-06-12 |
Modern Method of Fund Performance's Evaluation |
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| LI Jie,XU Ming-li. Modern Method of Fund Performance's Evaluation[J]. Journal of Xi‘an Institute of Finance & Economics, 2001, 14(4): 55-57 |
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| Authors: | LI Jie XU Ming-li |
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| Abstract: | Modern method of fund performance's evaluation includes investment efficiency evaluation and performance attribute evaluation. In the aspect of investment efficiency evaluation, people must consider both rate of returning and risk. There are three methods that can be used. That is return per unit of risk?differential risk and components of performance. In the aspect of performance attribute evaluation,asset allocation ?adjusting proportion among assets and selecting securities among assets can be used to wholly evaluate fund performance. And it can also provide a feedback mechanism. |
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| Keywords: | Fund Modern Evaluation of Fund Performance Investment Efficiency Rate of Returning Performance Attribute |
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